On a periodic negative binomial SETINAR model
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Publication:6171512
DOI10.1080/03610918.2021.1873372MaRDI QIDQ6171512
Mohamed Bentarzi, Unnamed Author
Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1873372
periodically correlated integer-valued process; periodic NBSETINAR model; strictly periodically stationary model
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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