Difference Equations for the Higher Order Moments and Cumulants of the INAR(<i>p</i>) Model (Q5467591)
From MaRDI portal
scientific article; zbMATH DE number 5026120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Difference Equations for the Higher Order Moments and Cumulants of the INAR(<i>p</i>) Model |
scientific article; zbMATH DE number 5026120 |
Statements
Difference Equations for the Higher Order Moments and Cumulants of the INAR(<i>p</i>) Model (English)
0 references
24 May 2006
0 references
INAR models
0 references
moments
0 references
cumulants
0 references
Yule-Walker equations
0 references
estimation
0 references
frequency domain
0 references
Whittle criterion
0 references
0 references
0 references
