Estimation Methods for a Flexible INAR(1) COM-Poisson Time Series Model

Time series of counts occur in many real-life situations where they exhibit various forms of dispersion. To facilitate the modeling of such time series, this paper introduces a flexible first-order integer-valued non-stationary autoregressive (INAR(1)) process where the innovation terms follow a Con...

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Veröffentlicht in:	Journal of applied mathematics, statistics and informatics statistics and informatics, 2018-05, Vol.14 (1), p.57-82
Hauptverfasser:	Sunecher, Y., Khan, N. Mamode, Jowaheer, V.
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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