JOURNAL ARTICLE
A new estimation for INAR(1) process with Poisson distribution
Year: 2021 Journal: Computational Statistics Vol: 37 (3)Pages: 1185-1201 Publisher: Springer Science+Business Media
Keywords:
Estimator Autoregressive model Poisson distribution Series (stratigraphy) Mathematics Count data Statistic Overdispersion Test statistic Applied mathematics Statistics Likelihood-ratio test Randomness Computer science Statistical hypothesis testing
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0.96
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21
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Statistical Distribution Estimation and Applications
Physical Sciences → Mathematics → Statistics and Probability
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