On the Estimation for Compound Poisson Inarch Processes
Considering the wide class of discrete Compound Poisson INARCH models, introduced in [6], the main goal of this paper is to develop and compare parametric estimation procedures for first-order models, applicable without specifying the conditional distribution of the process. Therefore, twostep esti...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2021-06-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/340 |