Coherent forecasting for count time series using Box–Jenkins's AR(p) model

DOI10.1111/STAN.12083OpenAlexW2206213535MaRDI QIDQ6063616

Raju Maiti, Samarjit Das, Atanu Biswas

Publication date: 12 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12083

zbMATH Keywords

integer-valued time seriesthinning operatorcoherent forecastingrounding operatorBox-Jenkins's \(\mathrm{AR}(p)\) process

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)

Cites Work

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