On a periodic negative binomial SETINAR model

DOI10.1080/03610918.2021.1873372OpenAlexW3126544052MaRDI QIDQ6171512

Mohamed Bentarzi, Unnamed Author

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1873372

zbMATH Keywords

periodically correlated integer-valued processperiodic NBSETINAR modelstrictly periodically stationary model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

On periodic integer-valued moving average (INMA (q)) models, Periodic negative binomial INGARCH(1, 1) model

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