THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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Publication:3349821
DOI10.1111/j.1467-9892.1991.tb00073.xzbMath0727.62084OpenAlexW2047636878MaRDI QIDQ3349821
Publication date: 1991
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00073.x
autocorrelation functiondiscrete time seriesergodicautocovarianceunique stationary solutionstrongly consistentasymptotically normalconditional least squares estimatorsYule-Walker estimatesINAR modelautoregressive process of general orderindependent binomial thinningnon-negative ineger-valued random variates
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