Estimating the parameters of the generalized poisson AR(1) process

DOI10.1080/00949659708811798zbMath0872.62083OpenAlexW2057000933MaRDI QIDQ4346985

H. Al-Nachawati, Abdulhamid A. Alzaid, Ibrahim A. Alwasel

Publication date: 19 October 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811798

zbMATH Keywords

simulation studysmall sample performanceGaussian estimationcomputer systemquasi-binomial distributionYule-Walker estimationnumbers of failuresgeneralized Poisson autoregressive process of order one

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

A mixed generalized Poisson INAR model with applications ⋮ Lindley first-order autoregressive model with applications

Cites Work

• Some autoregressive moving average processes with generalized Poisson marginal distributions
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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