An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process (Q3484229)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process |
scientific article |
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An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process (English)
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1990
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discrete-time dependent counting processes
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integer-valued random variable
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autocorrelation
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regression
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joint distributions
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limiting distribution
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INAR(p) process
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stationary marginal distribution
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covariance function
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Poisson distribution
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state space representation
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