Estimation Methods for a Flexible INAR(1) COM-Poisson Time Series Model
Time series of counts occur in many real-life situations where they exhibit various forms of dispersion. To facilitate the modeling of such time series, this paper introduces a flexible first-order integer-valued non-stationary autoregressive (INAR(1)) process where the innovation terms follow a Con...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2018-05-01
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| Series: | Journal of Applied Mathematics, Statistics and Informatics |
| Online Access: | http://www.degruyter.com/view/j/jamsi.2018.14.issue-1/jamsi-2018-0005/jamsi-2018-0005.xml?format=INT |