Discrete-valued ARMA processes

DOI10.1016/J.SPL.2009.05.025zbMath1169.62073OpenAlexW2038722238MaRDI QIDQ840814

Atanu Biswas, Peter X.-K. Song

Publication date: 14 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.025

zbMATH Keywords

Yule-Walker approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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