The predictive distributions of thinning‐based count processes

DOI10.1111/sjos.12438zbMath1467.62147OpenAlexW2995761343WikidataQ126563910 ScholiaQ126563910MaRDI QIDQ4994804

Yang Lu

Publication date: 22 June 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12438

zbMATH Keywords

matrix arithmeticcompound autoregressive processforecast of counts

Mathematics Subject Classification ID

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

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