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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Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation
scientific article; zbMATH DE number 6848862

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    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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