Structural Laplace Transform and Compound Autoregressive Models
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2006.00479.x/fullpdf
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1. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
2. Generalized Autoregressive Moving Average Models
3. Regular Variation
4. GENERALIZED INTEGER-VALUED AUTOREGRESSION
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