Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS (Q6179288)

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scientific article; zbMATH DE number 7789478
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Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS
scientific article; zbMATH DE number 7789478

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    Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS (English)
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    16 January 2024
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    integer-valued autoregressive
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    time-series analysis
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    two-step conditional least squares
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    variable selection
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