Inferential aspects of the zero-inflated Poisson INAR(1) process
Applied Mathematical Modelling(2019)
摘要
•Provide Yule–Walker and two-step Conditional Least Squares estimation methods.•Comparison with the Conditional Maximum Likelihood approach under misspecification.•Obtain the asymptotic distribution of the Yule–Walker estimators.•Two real count time series data are analysed based on our methodology.
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关键词
Asymptotic normality,Count time series,Zero-inflated Poisson distribution,Overdispersion,Yule–Walker estimators
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