A combined geometric \(INAR(p)\) model based on negative binomial thinning

DOI10.1016/j.mcm.2011.10.080zbMath1255.62272MaRDI QIDQ1933851

Aleksandar S. Nastić, Miroslav M. Ristić, Hassan S. Bakouch

Publication date: 27 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.10.080

zbMATH Keywords

estimation; ergodicity; strict stationarity; geometric marginal distribution

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

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