Maximum likelihood estimation of higher-order integer-valued autoregressive processes (Q3552860)
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scientific article; zbMATH DE number 5697517
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| English | Maximum likelihood estimation of higher-order integer-valued autoregressive processes |
scientific article; zbMATH DE number 5697517 |
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Maximum likelihood estimation of higher-order integer-valued autoregressive processes (English)
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22 April 2010
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time series of counts
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INAR(p) model
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Poisson autoregressive models
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asymptotic relative efficiency
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0.9151517
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0.9129875
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0.91192245
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0.90844905
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0.9034778
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