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

Christian H. Weiß

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1817-1822

Abstract: 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.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00045-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:13:p:1817-1822

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().