A class of max-INAR(1) processes with explanatory variables
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Publication:5086077
DOI10.1080/00949655.2021.2015351OpenAlexW4200106228MaRDI QIDQ5086077
Publication date: 1 July 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.2015351
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics (62-XX) Markov processes: estimation; hidden Markov models (62M05)
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