Statistical Inference for Generalized Integer Autoregressive Processes

A popular and flexible time series model for counts is the generalized integer autoregressive process of order \(p\), GINAR(\(p\)). These Markov processes are defined using thinning operators evaluated on past values of the process along with a discretely-valued innovation process. This class includ...

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Veröffentlicht in:	arXiv.org 2024-02
Hauptverfasser:	Kaur, Pashmeen, Craigmile, Peter F
Format:	Artikel
Sprache:	eng
Schlagworte:	Autoregressive processes Forecasting Innovations Integers Markov processes Mathematical models Operators Process parameters Statistical inference Thinning Time series
Online-Zugang:	Volltext
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