Parameter estimation and diagnostic tests for INMA(1) processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-019-00653-7.pdf
Reference23 articles.
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3. Brännäs K, Quoreshi AMMS (2010) Integer-valued moving average modelling of the number of transactions in stocks. Appl Financ Econ 20(18):1429–1440
4. Cossette H, Marceau E, Maume-Deschamps V (2010) Discrete-time risk models based on time series for count random variables. ASTIN Bull J IAA 40(1):123–150
5. Cossette H, Marceau E, Toureille F (2011) Risk models based on time series for count random variables. Insur Math Econ 48(1):19–28
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