Bu, Ruijun; McCabe, Brendan; Hadri, Kaddour - In: Journal of Time Series Analysis 29 (2008) 6, pp. 973-994
In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701-722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where...
