Integer-valued autoregressive processes with periodic structure
In this paper the periodic integer-valued autoregressive model of order one with period T, driven by a periodic sequence of independent Poisson-distributed random variables, is studied in some detail. Basic probabilistic and statistical properties of this model are discussed. Moreover, parameter est...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/4427 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/4427 |