Difference Equations for the Higher Order Moments and Cumulants of the INAR(<i>p</i>) Model (Q5467591)
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scientific article; zbMATH DE number 5026120
Language | Label | Description | Also known as |
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English | Difference Equations for the Higher Order Moments and Cumulants of the INAR(<i>p</i>) Model |
scientific article; zbMATH DE number 5026120 |
Statements
Difference Equations for the Higher Order Moments and Cumulants of the INAR(<i>p</i>) Model (English)
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24 May 2006
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INAR models
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moments
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cumulants
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Yule-Walker equations
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estimation
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frequency domain
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Whittle criterion
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