Noise-indicator nonnegative integer-valued autoregressive time series of the first order

DOI10.1214/16-BJPS335zbMath1404.62093OpenAlexW2789495546MaRDI QIDQ1994032

Kristijan Kuk, Dragan Randjelović, Vladica S. Stojanović

Publication date: 6 November 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1520046138

zbMATH Keywords

power series distributionparameters estimationnoise-indicatorNIINAR(1) process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Uses Software

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• forecast
• Forecast

Cites Work

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