A skew INAR(1) process on <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\mathbb {Z}}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="double-struck">Z</mi> </math> </EquationSource> </InlineEquation>
Year of publication: |
2015
|
---|---|
Authors: | Barreto-Souza, Wagner ; Bourguignon, Marcelo |
Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 99.2015, 2, p. 189-208
|
Publisher: |
Springer |
Subject: | Integer-valued time series models | Skew discrete Laplace distribution | Latent process | Thinning operator | Estimation | Asymptotic normality |
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