Whittle likelihood estimation in INAR( p ) process
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Publication:6855063
Cites work
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A mixed generalized Poisson INAR model with applications
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
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- Asymptotic Statistics
- Bias-correction of some estimators in the INAR(1) process
- Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Inference for random coefficient INAR(1) process based on frequency domain analysis
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- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- On conditional least squares estimation for stochastic processes
- Some asymptotic properties in INAR(1) processes with Poisson marginals
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Time series: theory and methods
- Whittle likelihood estimation in INAR(1) process
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