A dependent counting INAR model with serially dependent innovation
DOI10.1080/02664763.2020.1783521OpenAlexW3037422607MaRDI QIDQ5861472
Mehrnaz Mohammadpour, Masoumeh Shirozhan
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1783521
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Applications of statistics to social sciences (62P25) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62Pxx)
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Cites Work
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