Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators

DOI10.1007/s42081-023-00200-7OpenAlexW4364381368MaRDI QIDQ6176226

Yoshihide Kakizawa, Xiaoqiang Zeng

Publication date: 25 July 2023

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-023-00200-7

zbMATH Keywords

bias-correctioncount time seriesthinning operatorADCINAR(1) processautocumulant function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Two-step conditional least squares estimation in ADCINAR(1) process, revisited

Cites Work

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• On Consistent Estimates of the Spectrum of a Stationary Time Series
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Improved estimation for Poisson INAR(1) models
• Univariate Discrete Distributions

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