Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597)

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scientific article; zbMATH DE number 6984025
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Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
scientific article; zbMATH DE number 6984025

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    Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (English)
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    23 November 2018
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    compound Poisson distribution
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    INAR(1) model
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    joint moments
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    \(\alpha\)-mixing
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    index of dispersion
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