On estimation of an integer valued autoregressive process with inflation or deflation of zeros

MaRDI QIDQ5087637zbMATH OpenFDO

Authors Fidel Henrique Fernandes, Marcelo Bourguignon, Linda Lee Ho

Publication date 1 July 2022

Full work available at URL https://drive.google.com/file/d/1CYR0Y1iregrl9HsHBqwJy2JjMgkD07MS/view?usp=sharing

zbMATH Keywords

maximum likelihoodYule-Walker estimatorsINAR(1) processconditional least squarezero-modified geometric distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(2)

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