FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

DOI10.1111/j.1467-9892.1987.tb00438.xzbMath0617.62096OpenAlexW2032051534MaRDI QIDQ4727244

M. A. Al-Osh, Abdulhamid A. Alzaid

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00438.x

zbMATH Keywords

counting processescorrelation structuredistributional propertiesconditional maximum likelihood estimatorYule-Walker estimatorsconditional least squaresINARfirst-order integer-valued autoregressive processstationary discrete time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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• An infinite dam with random withdrawal policy
• First-order autoregressive gamma sequences and point processes

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