On periodic integer-valued moving average (INMA (q)) models

DOI10.1080/00949655.2022.2108031OpenAlexW4290705766MaRDI QIDQ5887981

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2108031

zbMATH Keywords

periodically correlated process time reversibility periodic integer-valued moving average

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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