A new class of INAR(1) model for count time series

DOI10.1080/00949655.2018.1431237OpenAlexW2791670260MaRDI QIDQ4960613

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Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1431237

zbMATH Keywords

EM algorithmthinning operatordependent Bernoulli thinning operatormixture distribution and Pegram operator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Alternative procedures in dependent counting INAR process with application on COVID-19 ⋮ A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion ⋮ A dependent counting INAR model with serially dependent innovation

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