Time series models for count data have found increased interest in recent days. The existing literature refers to the case of data that have been fully observed. In the present paper, methods for estimating the parameters of the first-order integer-valued autoregressive model in the presence of...

The method of moments (MM) has been widely used for parametric estimation, as it is often computationally simple. Our interest focuses on the case of finite Poisson mixtures. The inefficiency of the method of moments relative to the Maximum Likelihood (ML) method is studied. Both the asymptotic...

Integer valued time series are useful models for describing dependence structures over time for count data for which classical time series models are inappropriate. Such models have been used for a variety of applications. Difficulties arise in attempting to estimate the parameters via maximum...