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In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper.
Persistent link: https://www.econbiz.de/10009151400
In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper.
Persistent link: https://www.econbiz.de/10010305016
The paper is concerned with estimation and application of a special stationary integer autoregressive model where multiple binomial thinnings are not independent of one another. Parameter estimation in such models has hitherto been accomplished using method of moments, or nonlinear least...
Persistent link: https://www.econbiz.de/10012696287
Persistent link: https://www.econbiz.de/10010457725
Persistent link: https://www.econbiz.de/10003315593
The paper is concerned with estimation and application of a special stationary integer autoregressive model where multiple binomial thinnings are not independent of one another. Parameter estimation in such models has hitherto been accomplished using method of moments, or nonlinear least...
Persistent link: https://www.econbiz.de/10012265595
Persistent link: https://www.econbiz.de/10004769841
Persistent link: https://www.econbiz.de/10013268750