scientific article; zbMATH DE number 7460334

zbMATH Open1478.62253MaRDI QIDQ5023014FDOQ5023014

Authors: Filipa Silva, E. Gonçalves, N. Mendes-Lopes 

Publication date: 20 January 2022

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v19-n2-03.pdf

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zbMATH Keywords

estimationinteger-valued time seriesCP-INGARCH processes

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12)

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• Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes
• Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
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