Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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Publication:3440765
DOI10.1111/j.1467-9892.2006.00485.xzbMath1111.62085OpenAlexW2036948282MaRDI QIDQ3440765
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2006.00485.x
maximum likelihood estimationinnovationsmarginal distributionbinomial thinningINAR(1)integer valued autoregression
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)
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