Innovational Outliers in INAR(1) Models
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Publication:3064076
DOI10.1080/03610920903259831zbMath1202.62109OpenAlexW2069432721MaRDI QIDQ3064076
Márton Ispány, Mátyás Barczy, Gyula Pap, Manuel G. Scotto, Maria Eduarda Silva
Publication date: 20 December 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903259831
strong consistencyconditional least squares estimatorsconditional asymptotic normalityinnovational outliersINAR(1)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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