Properties Of The GAR(1) Model For Time Series Of Counts

被引：0

作者：

Karioti, Vasiliki ^{[1
]}

Caroni, Chrys ^{[1
]}

机构：

[1] Natl Tech Univ Athens, Dept Math, Athens, Greece

来源：

JOURNAL OF MODERN APPLIED STATISTICAL METHODS | 2006年 / 5卷 / 01期

关键词：

time series; count data; GARMA; GAR(1); residuals;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Models for time series count data include several proposed by Zeger and Qaqish (1988), subsequently generalized into the GARMA family. The GAR(1) model is examined in detail. The maximum likelihood estimation of the parameters will be discussed and the properties of Pearson and randomized residuals will be examined.

引用

页码：140 / 151

页数：12

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