First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673)
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scientific article; zbMATH DE number 7562233
Language | Label | Description | Also known as |
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English | First-order integer-valued autoregressive process with Markov-switching coefficients |
scientific article; zbMATH DE number 7562233 |
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First-order integer-valued autoregressive process with Markov-switching coefficients (English)
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22 July 2022
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INAR
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Markov-switching model
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maximum likelihood estimation
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thinning operation
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