On a periodic SETINAR model

DOI10.1080/03610918.2021.1874416MaRDI QIDQ6171513

Unnamed Author, Mohamed Bentarzi

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/10.1080/03610918.2021.1874416

zbMATH Keywords

strict periodic stationarity; periodically correlated integer-valued process; periodic \textit{SETINAR} model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

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On periodic integer-valued moving average (INMA (q)) models

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