Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (Q5367436)

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scientific article; zbMATH DE number 6790921
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Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation
scientific article; zbMATH DE number 6790921

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    Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (English)
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    13 October 2017
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    INAR(\(p\)) model
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    maximum likelihood estimation
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    negative binomial distribution
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    Poisson distribution
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    saddlepoint approximation
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    time series
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