An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion

By Marcelo Bourguignon, Christian H. Weiβ. Test (Madrid), 2017

51 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5119730196c94c3d1d5b02bd4350e722114d80d5