An EM algorithm for estimation of the parameters of the geometric minification INAR model

DOI10.1080/00949655.2022.2053125OpenAlexW4220901536MaRDI QIDQ5040513

Milena S. Stojanović

Publication date: 17 October 2022

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

Full work available at URL: https://doi.org/10.1080/00949655.2022.2053125

zbMATH Keywords

estimationEM algorithminteger-valued autoregressive modelsequivalent representation of the modelgeometric minification models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A geometric minification integer-valued autoregressive model
• Modeling time series of counts with a new class of INAR(1) model
• A negative binomial thinning‐based bivariate INAR(1) process
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