Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes (Q2507712)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes |
scientific article |
Statements
Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes (English)
0 references
5 October 2006
0 references
INAR process
0 references
autocovariance distribution
0 references
Yule--Walker estimation
0 references
delta method
0 references
