A novel geometric AR(1) model and its estimation
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Publication:6141458
DOI10.1080/00949655.2023.2213794MaRDI QIDQ6141458
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Publication date: 23 January 2024
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Cites Work
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- Non-Gaussian Autoregressive-Type Time Series
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- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
- Saddlepoint Approximations in Statistics
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