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Volumn 19, Issue 4, 1998, Pages 439-455

Existence and stochastic structure of a non-negative integer-valued autoregressive process

(1)  Latour, Alain a  

a NONE

Author keywords

Autoregressive model; Integer valued time series; Spectral density

Indexed keywords


EID: 0345565915     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00102     Document Type: Article
Times cited : (136)

References (15)
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  • 6
    • 0041002433 scopus 로고
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    • ed. T. S. Rao. New York: Chapman and Hall
    • FRANKE, J. and SELIGMANN, T. (1993) Conditional maximum likelihood estimates for INAR(1) processes and their application to modelling epileptic seizure counts. In Developments in Time Series Analysis (ed. T. S. Rao). New York: Chapman and Hall.
    • (1993) Developments in Time Series Analysis
    • Franke, J.1    Seligmann, T.2
  • 8
    • 0345144826 scopus 로고
    • Convergence forte des estimateurs des paramètres d'un processus GENAR(p)
    • _ and LATOUR, A. (1994) Convergence forte des estimateurs des paramètres d'un processus GENAR(p). Ann. Sci. Math. Québec 18, 49-71.
    • (1994) Ann. Sci. Math. Québec , vol.18 , pp. 49-71
    • Latour, A.1
  • 10
    • 0000529171 scopus 로고
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    • (1972) J. Appl. Probab. , vol.9 , pp. 235-256
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  • 11
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    • On the log normality of rain rate
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    • Kedem, B.1    Chiu, L.2
  • 12
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    • On conditional least squares estimation for stochastic processes
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    • Discrete analogues of self-decomposability and stability
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    • WEI, C. and WINNICKI, J. (1990) Estimation of the mean in the branching process with immigration. Ann. Stat. 8, 1757-73.
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    • Wei, C.1    Winnicki, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.