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Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications Ashwinee Devi Soobhug
Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications
Ashwinee Devi Soobhug
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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 16 de marzo de 2026 |
| ISBN13 | 9781041150558 |
| Editores | Taylor & Francis Ltd |
| Páginas | 158 |
| Dimensiones | 150 × 220 × 20 mm · 470 g |
| Lengua | Inglés |