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An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion - MaRDI portal

An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (Q1694487)

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scientific article; zbMATH DE number 6833602
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English
An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
scientific article; zbMATH DE number 6833602

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    An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (English)
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    2 February 2018
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    \(\mathrm{INAR}(1)\) process
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    Bernoulli distribution
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    geometric distribution
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    integer-valued time series
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    binomial thinning
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    negative binomial thinning
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