Modelling Z-valued time series with Skellam thinning-based INAR(1) process
Yao Kang, Junrong Song, Yuteng Zhang and Yongchang Hui
| Year of publication: |
2025
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|---|---|
| Authors: | Kang, Yao ; Song, Junrong ; Zhang, Yuteng ; Hui, Yongchang |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 52, p. 8785-8798
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| Subject: | INAR(1) process | parameter estimation | Skellam distribution | thinning operator | Z-valued time series | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Prozessmanagement | Business process management | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2403782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015546603