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