First-order integer-valued auto-regressive process with discrete Lindley distribution marginal

DOI10.56947/GJOM.V19I2.2661MaRDI QIDQ6992771zbMATH OpenFDO

Authors Tégawendé Martin Kaboré, Ouindllassida Jean-Etienne Ouédraogo, Marcel Ilboudo

Publication date 25 April 2025

Published in Gulf Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.56947/GJOM.V19I2.2661

zbMATH Keywords

conditional maximum likelihoodcount seriesdiscrete Lindley distributionDLD-INAR(1)INARinteger-valued auto-regressive processover-dispersionstationary processtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(1)

• A combined DLD-INAR(p) model for overdispersed count data

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