Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions

Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions

This manuscript deals with a parameter estimation of a non-negative integer-valued (NNIV) time series based on the so-called probability generating function (PGF) method. The theoretical background of the PGF estimation technique for a very general, stationary class of NNIV time series is described,...

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Bibliographic Details
Main Authors: Vladica Stojanović, Eugen Ljajko, Marina Tošić
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Axioms
Subjects:
integer-valued time series
parameter estimation
probability generating functions
asymptotic properties
simulation
numerical integration
Online Access:https://www.mdpi.com/2075-1680/12/2/112

Internet

https://www.mdpi.com/2075-1680/12/2/112

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