A new skew integer valued time series process

DOI10.1016/j.stamet.2016.01.002zbMath1487.62105OpenAlexW2292494552MaRDI QIDQ670104

Klaus L. P. Vasconcellos, Marcelo Bourguignon

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.01.002

zbMATH Keywords

INAR(1) processYule-Walker estimatorinteger-valued time seriesthinning operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (3)

Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects

Cites Work

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