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Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations

  • Published:2016-11-15 Issue:1 Volume:11 Page:76-106
  • ISSN:1559-8608
  • Container-title:Journal of Statistical Theory and Practice
  • language:en
  • Short-container-title:Journal of Statistical Theory and Practice

Author:

Mamode Khan N.1,Sunecher Y.2,Jowaheer V.3

Affiliation:

1. Department of Economics and Statistics, University of Mauritius, Reduit, Mauritius

2. Department of Accounting and Finance, University of Technology Mauritius, Latour Koenig, Mauritius

3. Department of Mathematics, University of Mauritius, Reduit, Mauritius

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference20 articles.

Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Inference for bivariate integer-valued moving average models based on binomial thinning operation;Journal of Applied Statistics;2020-04-01

2. Modelling with Dispersed Bivariate Moving Average Processes;Journal of Time Series Econometrics;2019-01-22

3. Modelling Overdispersion with Integer-Valued Moving Average Processes;Springer Proceedings in Mathematics & Statistics;2019

4. BINMA(1) model with COM-Poisson innovations: Estimation and application;Communications in Statistics - Simulation and Computation;2018-10-17

5. A GQL-based inference in non-stationary BINMA(1) time series;TEST;2018-10-06
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