Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42081-023-00200-7.pdf
Reference19 articles.
1. Al-Osh, M., & Alzaid, A. (1987). First-order integer-valued autoregressive (INAR(1)) process. Journal of Time Series Analysis, 8, 261–275.
2. Amiri, J., Farnoosh, R., & Behzadi, M. H. (2022). A novel dependent NTA thinning operator and generalized geometric INAR(1) process with contagious disease case studies. Communications in Statistics—Simulation and Computation. https://doi.org/10.1080/03610918.2022.2087879.
3. Anderson, T. W. (1971). The statistical analysis of time series. New York: Wiley.
4. Bourguignon, M., & Vasconcellos, K. L. P. (2015). Improved estimation for Poisson INAR(1) models. Journal of Statistical Computation and Simulation, 85, 2421–2441.
5. Brockwell, P. J., & Davis, R. A. (1987). Time series: theory and methods. New York: Springer.
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1. Two-step conditional least squares estimation in ADCINAR(1) process, revisited;Statistics & Probability Letters;2024-03
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