THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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Publication:3349821
DOI10.1111/j.1467-9892.1991.tb00073.xzbMath0727.62084MaRDI QIDQ3349821
Publication date: 1991
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00073.x
autocorrelation function; discrete time series; ergodic; autocovariance; unique stationary solution; strongly consistent; asymptotically normal; conditional least squares estimators; Yule-Walker estimates; INAR model; autoregressive process of general order; independent binomial thinning; non-negative ineger-valued random variates
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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