Periodic INAR(1) model with Bell innovations distribution

DOI10.1515/MCMA-2024-2015MaRDI QIDQ6654640FDOQ6654640

Authors:

Publication date: 20 December 2024

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

Bell distributionBL-PINAR modelperiodic stationarity conditions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Periodic negative binomial INGARCH(1, 1) model

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