First‐order integer valued AR processes with zero inflated poisson innovations

DOI10.1111/j.1467-9892.2012.00809.xzbMath1281.62197OpenAlexW1898999968MaRDI QIDQ5397968

Mansour Aghababaei Jazi, Chin-Diew Lai, Geoffrey Jones

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00809.x

zbMATH Keywords

infinitely divisible distributionsconditional maximum likelihood estimationzero inflated Poisson distributioninteger valued autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Stationary stochastic processes (60G10)

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