Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
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Publication:5030977
DOI10.1080/15326349.2021.1977141zbMath1493.62525OpenAlexW3202816229MaRDI QIDQ5030977
Matheus B. Guerrero, Wagner Barreto-Souza, Hernando Ombao
Publication date: 18 February 2022
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2021.1977141
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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