A skew INAR(1) process on \(\mathbb {Z}\)
type: Item
instance of: scholarly article
title: A skew INAR(1) process on \(\mathbb {Z}\)
zbMATH Open document ID: 1443.62242
author: Wagner Barreto-Souza
author: Marcelo Bourguignon
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6976290
zbMATH Keywords: integer-valued time series models
zbMATH Keywords: skew discrete Laplace distribution
zbMATH Keywords: latent process
zbMATH Keywords: thinning operator
zbMATH Keywords: estimation
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
full work available at URL: s10182-014-0236-2
OpenAlex ID: W2026053674
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DOI: 10.1007/S10182-014-0236-2
description: scientific article; zbMATH DE number 6976290