Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion

DOI10.1016/j.csda.2014.03.005zbMath1506.62162OpenAlexW2028108138MaRDI QIDQ1623597

Christian H. Weiß, Sebastian Schweer

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.03.005

zbMATH Keywords

\(\alpha\)-mixingindex of dispersioncompound Poisson distributionjoint momentsINAR(1) model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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