Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs

arXiv2312.11137MaRDI QIDQ6464045FDOQ6464045

Authors: Abdelhakim Aknouche, Sónia Gouveia, Manuel G. Scotto 

Publication date: 18 December 2023

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Parametric inference under constraints (62F30) Stationary stochastic processes (60G10)

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