Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation (Q4606960)
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scientific article; zbMATH DE number 6848862
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| English | Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation |
scientific article; zbMATH DE number 6848862 |
Statements
Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation (English)
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9 March 2018
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count time series
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INAR models
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score-driven models
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time-varying parameters
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0.7997751832008362
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0.7711615562438965
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0.7641916871070862
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0.7294185757637024
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0.7257252931594849
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