INAR(1) processes with inflated-parameter generalized power series innovations
Year of publication: |
2020
|
---|---|
Authors: | Lívio, Tito ; Bourguignon, Marcelo ; Nascimento, Fernando Ferraz do |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 12.2020, 2, p. 1-27
|
Subject: | generalized power series distributions | inflated parameter | integer-value time series | thinning operator | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution |
-
Bayesian forecasting for time series of categorical data
Angers, Jean-François, (2017)
-
On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe, (2008)
-
Generalized Gauss-Hermite filtering
Singer, Hermann, (2008)
- More ...
-
Temporal dependence in extremes with dynamic models
Nascimento, Fernando Ferraz do, (2014)
-
The compound class of extended Weibull power series distributions
Silva, Rodrigo B., (2013)
-
Barreto-Souza, Wagner, (2015)
- More ...