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Boekhandel Douwes Den Haag

Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

Sunecher Yuvraj & Ashwinee Devi Soobhug & Naushad Mamode Khan

Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

 

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.

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Beschrijving Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

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.

ISBN
9781041150558
Pagina's
158
Verschenen
Rubriek
Wiskunde algemeen
Druk
1
Uitvoering
Hardback
Taal
Engels
Uitgever
Taylor & Francis Ltd

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