CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS

DOI10.22190/FUMI1903525LzbMath1474.62310OpenAlexW2981813163MaRDI QIDQ3388592

Aleksandar S. Nastić, Petra N. Laketa

Publication date: 6 May 2021

Published in: Facta Universitatis, Series: Mathematics and Informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22190/fumi1903525l

zbMATH Keywords

random environmentgeometric marginalsnegative binomial thinningconditional least squaresRrNGINARINAR(\(p\))

Mathematics Subject Classification ID

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

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Cites Work

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