First order non-negative integer valued autoregressive processes with power series innovations

DOI10.1214/13-BJPS229zbMath1329.62370MaRDI QIDQ481426

Klaus L. P. Vasconcellos, Marcelo Bourguignon

Publication date: 12 December 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1414674776

zbMATH Keywords

INAR(1) processconditional maximum likelihoodpower series distribution

Mathematics Subject Classification ID

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

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