Testing for presence of a latent process in count series
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Publication:3527724
DOI10.1080/00949650701460053zbMath1145.62367OpenAlexW2019026910MaRDI QIDQ3527724
Publication date: 30 September 2008
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650701460053
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
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- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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