An extension onINARmodels with discrete Laplace marginal distributions

DOI10.1080/03610926.2015.1115071zbMath1369.62225OpenAlexW2412907723MaRDI QIDQ5349128

Miodrag S. Djordjević

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1115071

zbMATH Keywords

geometric distributionnegative binomial thinningskew discrete Laplace distributionINAR(1)latent processesDLINAR(1)SDLINAR(1)STINAR(1)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

\( \mathbb{Z} \)-valued time series: models, properties and comparison

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