The combined INAR(p) models for time series of counts

被引：34
|
作者：
Weiss, Christian H. [1 ]
机构：
[1] Univ Wurzburg, Inst Math, Dept Stat, D-97074 Wurzburg, Germany
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 13期
关键词：
D O I：
10.1016/j.spl.2008.01.036
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：
A new AR(p) model for time series of counts is investigated, the possible marginal distributions of which are those of the DSD family. We determine the autocorrelation structure of the whole model family and analyze two important special cases. A real-data example demonstrates the practical relevance of the new model family. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：1817 / 1822
页数：6
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