Practical estimation from the sum of ar(1) processes

DOI10.1080/03610919808813521zbMATH Open0919.62108OpenAlexW2079236207MaRDI QIDQ4232102FDOQ4232102

Authors

Publication date 17 August 1999

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919808813521

zbMATH Keywords

branching processesunderidentificationsum processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Non-Markovian processes: estimation (62M09)

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Cites work

• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• Estimation theory for growth and immigration rates in a multiplicative process
• Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
• Inference on superimposed subcritical Galton-Watson processes with immigration
• Time series: theory and methods

Cited in

(2)

• Unique decomposition of low-order time series
• Comparing aggregate and disaggregate forecasts of first order moving average models

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