A mixed INAR(p) model
From MaRDI portal
Publication:5397965
DOI10.1111/j.1467-9892.2012.00806.xzbMath1281.62205MaRDI QIDQ5397965
Aleksandar S. Nastić, Miroslav M. Ristić
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00806.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P25: Applications of statistics to social sciences
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Cites Work
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- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- Explicit stationary distributions for some galton-watson processes with immigration
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
