Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications
Soobhug, Ashwinee Devi Yuvraj, Sunecher Mamode Khan, Naushad
Innbundet
Forventes utgitt
Forventes utgitt: 12.03.2026
Leveringstid: 3-10 dager
Handlinger
Beskrivelse
Omtale
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.