Estimation methods for a flexible INAR(1) COM-Poisson time series model
From MaRDI portal
Publication:1653860
DOI10.2478/jamsi-2018-0005zbMath1499.62324MaRDI QIDQ1653860
Publication date: 7 August 2018
Published in: Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/jamsi-2018-0005
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)