On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order

DOI10.1007/978-3-319-13881-7_19zbMath1351.62171OpenAlexW299686518MaRDI QIDQ2833371

Sebastian Schweer

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_19

zbMATH Keywords

reversibilityinteger-valued autoregressive processes of a general order \(p\)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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