EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS

DOI10.1111/jtsa.12078zbMath1311.62150OpenAlexW1482174227MaRDI QIDQ5176860

A. R. Tremayne, Robert C. Jung, Vance L. Martin

Publication date: 4 March 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/128253

zbMATH Keywords

binomial thinningcount time seriesEMMsubsampling standard errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (6)

Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ Improving the estimation and predictions of small time series models ⋮ A threshold mixed count time series model: estimation and application ⋮ Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods ⋮ Noise-indicator nonnegative integer-valued autoregressive time series of the first order ⋮ A Time-Series Model for Underdispersed or Overdispersed Counts

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