FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS (Q4727244)
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scientific article; zbMATH DE number 4001263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS |
scientific article; zbMATH DE number 4001263 |
Statements
FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS (English)
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1987
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first-order integer-valued autoregressive process
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conditional least squares
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conditional maximum likelihood estimator
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Yule-Walker estimators
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stationary discrete time series
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INAR
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counting processes
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correlation structure
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distributional properties
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0.8854576349258423
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0.8649820685386658
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0.8555176258087158
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0.8511175513267517
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0.8509613871574402
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