Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation

DOI10.1111/JTSA.12272zbMath1392.62264arXiv1609.01910OpenAlexW2515956641MaRDI QIDQ4606960

Paolo Gorgi

Publication date: 9 March 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.01910

zbMATH Keywords

time-varying parameterscount time seriesINAR modelsscore-driven models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Censored data models (62N01)

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