A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION

DOI10.1142/S0218348X22402393OpenAlexW4292693419MaRDI QIDQ5880730

B. Almohaimeed

Publication date: 6 March 2023

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x22402393

zbMATH Keywords

ergodicitymixed Poisson autoregressionnegative binomial 1 INGARCHPoisson quasi-maximum likelihood estimatequasi-Poisson autoregression

Mathematics Subject Classification ID

Parametric inference (62Fxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

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