Comparison of parametric estimation methods for Poisson INAR(1) model with its applications

MaRDI QIDQ4687717zbMATH OpenFDO

Authors Xiang Hu, Fangfang Cheng, Lianzeng Zhang

Publication date 22 October 2018

zbMATH Keywords

bias adjustmentforecastparametric estimationPoisson INAR(1) modelstochastic simulation

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(3)

• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
• Bayesian estimation of parameters in INAR (1) models
• Improved estimation for Poisson INAR(1) models

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