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

MaRDI QIDQ6464045zbMATH OpenFDO

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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