On the theory of periodic multivariate INAR processes

DOI10.1007/s00362-019-01136-5zbMath1477.62252MaRDI QIDQ5970746

Isabel M. S. Pereira, Manuel G. Scotto, Cláudia Santos

Publication date: 7 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

parameter estimation; periodic autoregression; binomial thinning operator

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics