Maximum likelihood estimation of higher-order integer-valued autoregressive processes
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Publication:3552860
DOI10.1111/j.1467-9892.2008.00590.xzbMath1198.62090OpenAlexW2113578553MaRDI QIDQ3552860
Ruijun Bu, Kaddour Hadri, B. P. M. McCabe
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00590.x
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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- On conditional least squares estimation for stochastic processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Local asymptotic normality and efficient estimation for INAR(p) models
- Some ARMA models for dependent sequences of poisson counts
- Analysis of low count time series data by poisson autoregression
- Time series models with univariate margins in the convolution-closed infinitely divisible class
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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