A parametric study for the first-order signed integer-valued autoregressive process
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Publication:2320804
DOI10.1080/15598608.2012.719816zbMath1425.62124OpenAlexW1984213611MaRDI QIDQ2320804
Christophe Chesneau, Maher Kachour
Publication date: 27 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2012.719816
integer-valued time seriesINAR modelsSkellam distributionRademacher \((p)-\mathbb{N}\) classSINAR models
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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