A generalised NGINAR(1) process with inflated‐parameter geometric counting series

DOI10.1111/ANZS.12184zbMath1373.62443OpenAlexW2605880073MaRDI QIDQ5361181

Marcelo Bourguignon, Patrick Borges, Fabio Fajardo Molinares

Publication date: 27 September 2017

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12184

zbMATH Keywords

estimationoverdispersiongeometric marginal\(\rho\)-negative binomial thinning

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09)

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