Likelihood Inference for Generalized Integer Autoregressive Time Series Models

Likelihood Inference for Generalized Integer Autoregressive Time Series Models

For modeling count time series data, one class of models is generalized integer autoregressive of order <i>p</i> based on thinning operators. It is shown how numerical maximum likelihood estimation is possible by inverting the probability generating function of the conditional distributi...

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Bibliografische gegevens
Hoofdauteur: Harry Joe
Formaat: Artikel
Taal:English
Gepubliceerd in: MDPI AG 2019-10-01
Reeks:Econometrics
Onderwerpen:
count time series
binomial thinning
thinning operators
compounding operation
self-generalized property
Online toegang:https://www.mdpi.com/2225-1146/7/4/43

Internet

https://www.mdpi.com/2225-1146/7/4/43

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