Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...
Two methods of parameter estimation for a general nonlinear autoregressive process with beta-ARCH innovations are discussed and the large sample properties of the estimators for each method are ...
Integer-valued time series analysis is a rapidly evolving field that focuses on the statistical modelling and forecasting of discrete data, such as counts of events over time. This area of research is ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback