On the theory of periodic multivariate INAR processes

DOI10.1007/s00362-019-01136-5zbMath1477.62252MaRDI QIDQ2065277

Cláudia Santos

Publication date: 7 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

parameter estimationperiodic autoregressionbinomial thinning operator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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