Forecasting in INAR(1) Model

In this work we consider the problem of forecasting integer-valued time series, modelled by the INAR(1) process introduced by McKenzie (1985) and Al-Osh and Alzaid (1987). The theoretical properties and practical applications of INAR and related processes have been discussed extensively in the lite...

Full description

Bibliographic Details
Main Authors: Nélia Silva, Isabel Pereira, M. Eduarda Silva
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2009-04-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/77

Similar Items