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

DOI10.1007/BF02677403zbMath1127.62403MaRDI QIDQ1302260

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

Publication date: 22 September 1999

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)

Related Items (1)

The robust pole assignment problem for second-order systems

Cites Work

• The stationarity and spectral representation of one class of non-negative integer-valued time series
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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