Difference Equations for the Higher-Order Moments and Cumulants of the INAR(1) Model
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2004.01685.x/fullpdf
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3. 3R. CHANDLER(1995 ) A spectral method for estimating parameters in rainfall models . Research Report 142, Department of Statistical Science, UCL.
4. THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
5. 5K. O. DZHAPARIDZE, and A. M. YAGLOM(1983 ) Spectrum parameter estimation in time series analysis . InDevelopments in Statisticsvol. 4 (ed. P. R. Krishnaiah). London: Academic Press, pp. 1-98.
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