Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model (Q4677015)
From MaRDI portal
scientific article; zbMATH DE number 2169588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model |
scientific article; zbMATH DE number 2169588 |
Statements
Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model (English)
0 references
20 May 2005
0 references
integer-valued autoregression
0 references
spectral density
0 references
Whittle likelihood
0 references
bispectrum
0 references
