The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

DOI10.1007/BF02677403MaRDI QIDQ1302260zbMATH OpenFDO

Authors Yougui Wu, Wenyuan Xu, Jinguan Du, Yuan Li

Publication date 22 September 1999

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02677403

Mathematics Subject Classification ID

Strong limit theorems (60F15) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 3583162 (Why is no real title available?)
• scientific article; zbMATH DE number 3604240 (Why is no real title available?)
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The stationarity and spectral representation of one class of non-negative integer-valued time series

Cited in

(1)

• The robust pole assignment problem for second-order systems

This page was built for publication: The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1302260)