Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes

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Efficient probabilistic forecasts for counts (2011, unknown): “…et al. (1995), Latour (1998), Ispany et al. (2003), Freeland and McCabe (2004), Jung et al. (2005), McCabe and Martin (2005), Silva and Oliveira (2005), Jung and Tremayne (2006), Zhu and Joe (2006), Neal and Subba Rao (2007), Bu and McCabe (2008), Bu et al. (2008) and Drost et al. (2008, 2009).”
Model Selection, Estimation and Forecasting in INAR(p) Models: (2008, methodology): “P models are discussed in Bu et al. (2006)2.”
Count Time Series Models (2012, background): “See also Jung and Tremayne (2006), Neal and Subba Rao (2007), Bu et al. (2008) and McCabe et al. (2011) for further results on estimation and prediction.”
Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation (2015, background): “When the errors in (1) are assumed to be Poisson with mean λ, then (Bu et al., 2008) the transition probabilities comprising (2) may be written as the (p+ 1)-fold convolution”