On random coefficient INAR processes with long memory

DOI10.1007/S10182-025-00523-8MaRDI QIDQ6956217zbMATH OpenFDO

Authors Jan Beran, Frieder Droullier

Publication date 18 July 2025

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

long-range dependencelong memoryGaussian subordinationinteger valued time seriesinteger-valued autoregressive (INAR) processrandom coefficient process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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