THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(p)) MODEL

Journal of Time Series Analysis

Volumn 12, Issue 2, 1991, Pages 129-142

  Jin‐Guan, Du ^a   Yuan, Li ^b  

^a INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^b CHINA UNIVERSITY OF PETROLEUM   (China)

Author keywords

conditional least squares estimation; Discrete time series; INAR model

Indexed keywords

EID: 84981474440     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1991.tb00073.x     Document Type: Article

References (11)

1. First‐order integer‐valued autoregressive (INAR(1)) process.
2. Discrete time series generated by mixtures:correlation and runs properties
3. Discrete time series generated by mixtures:asymptotic properties
4. On conditional least squares estimation for stochastic process.
5. Discrete analogues of self‐decomposability and stability.