On some periodic INARMA(p,q) models
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Publication:5042166
DOI10.1080/03610918.2020.1780443OpenAlexW3040141076MaRDI QIDQ5042166
Publication date: 18 October 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1780443
periodically correlated processperiodically stationary conditionperiodic integer-valued autoregressive moving average
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
On periodic integer-valued moving average (INMA (q)) models ⋮ On a periodic SETINAR model ⋮ Periodic negative binomial INGARCH(1, 1) model
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