A new estimation for INAR(1) process with Poisson distribution

DOI10.1007/S00180-021-01157-5zbMath1505.62258OpenAlexW3202705313MaRDI QIDQ2155013

De-Hui Wang, Feilong Lu

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01157-5

zbMATH Keywords

empirical likelihoodtest statisticinteger-valued time series

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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