On the Rounded Integer-Valued Autoregressive Process

DOI10.1080/03610926.2012.661506zbMath1462.62537OpenAlexW1968105966MaRDI QIDQ2815367

Maher Kachour

Publication date: 28 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.661506

zbMATH Keywords

least squares estimatorinteger-valued time seriesINAR modelsSkellam distributionR-INAR(p) modelrounding operator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

\( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ A p-Order signed integer-valued autoregressive (SINAR(p)) model ⋮ A parametric study for the first-order signed integer-valued autoregressive process

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