Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach

International Journal of Forecasting

Volumn 24, Issue 1, 2008, Pages 151-162

  Bu, Ruijun ^a   McCabe, Brendan ^a  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

Delta Method; INAR(p) models; Markov Chain; Maximum Likelihood Estimation; Time Series of Counts; Transition Matrix; Transition Probability

Indexed keywords

EID: 38949085188     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2007.11.002     Document Type: Article

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