Parameter estimation for INAR processes based on high-order statistics

MaRDI QIDQ2923458zbMATH OpenFDO

Authors Isabel Silva, M. Eduarda Silva

Publication date 15 October 2014

Published in REVSTAT (Search for Journal in Brave)

Full work available at URL http://www.ine.pt/revstat/pdf/rs090107.pdf

zbMATH Keywords

estimationhigh-order statisticsINAR process

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• Parameter estimation and diagnostic tests for INMA(1) processes
• Optimal unbiased estimation of some population central moments
• On mixing properties of some INAR models

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