Family of high-ordered integer-valued auto-regressive models and applications
Auteur :
Soobhug, Ashwinee Devi / Mamode Khan, Naushad / Yuvraj, Sunecher
Éditeur :
Taylor & Francis Ltd
ISBN :
9781041150558
Date de publication :
18 mars 2026
Dimensions :
23,4 x 15,6 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book tackles the complexities of integer-valued time series analysis, focusing on over-dispersion, excess zeros, and non-stationarity. It explores high-ordered INAR(p) models with diverse thinning mechanisms and innovation distributions, finding CML superior for inference.