Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

DOI10.1016/j.jspi.2009.05.037zbMath1183.62149OpenAlexW2093607633MaRDI QIDQ730831

Dulce Gomes, Luísa Canto e Castro

Publication date: 1 October 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.037

zbMATH Keywords

generalized thinning operationINAR modelsstationary process estimationstochastic autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process