Unified inference for an integer-valued AR(1) model

DOI10.1080/03610926.2024.2403547MaRDI QIDQ6981642zbMATH OpenFDO

Authors Longyu Chen, Xiao Hui Liu, Liang Peng, Fukang Zhu

Publication date 20 May 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2024.2403547

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• A moment-based test for conditional poissonity in integer-valued conditional autoregressive models

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