Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
type: Item
instance of: scholarly article
title: Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
zbMATH Open document ID: 1506.62162
author: Sebastian Schweer
author: Christian H. Weiß
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6984025
zbMATH Keywords: compound Poisson distribution
zbMATH Keywords: INAR(1) model
zbMATH Keywords: joint moments
zbMATH Keywords: \(\alpha\)-mixing
zbMATH Keywords: index of dispersion
MaRDI profile type: Publication
full work available at URL: j.csda.2014.03.005
OpenAlex ID: W2028108138
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DOI: 10.1016/J.CSDA.2014.03.005
description: scientific article; zbMATH DE number 6984025