A Trinomial difference autoregressive model and its applications

DOI10.1002/sta4.596MaRDI QIDQ6548849

Huaping Chen, Jia-Yue Zhang, Fukang Zhu

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityconditional maximum likelihood estimate\(\mathbb{Z}\)-valued AR modeltrinomial difference thinning operatortwo-step conditional least squares estimate

Mathematics Subject Classification ID

Statistics (62-XX)

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