A combined geometric \(INAR(p)\) model based on negative binomial thinning
From MaRDI portal
Publication:1933851
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
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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