Coherent forecasting for over-dispersed time series of count data
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Publication:890271
DOI10.1214/14-BJPS244zbMath1332.62361MaRDI QIDQ890271
Publication date: 10 November 2015
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1442513444
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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