The stationarity and spectral representation of one class of non-negative integer-valued time series

DOI10.1007/BF02677425zbMath1083.62518OpenAlexW2084972458MaRDI QIDQ1299830

Jinguan Du, Wenyuan Xu, Yougui Wu, Yu'an Li

Publication date: 1998

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02677425

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

Cites Work

• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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