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Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications
Hardcover
ISBN13: 9781041150558
Publisher: CRC Press
Published: Mar 17 2026
Pages: 158
Weight: 0.92
Height: 0.44 Width: 6.14 Depth: 9.21
Language: English
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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