Ashwinee Devi Soobhug,Naushad Mamode Khan,Sunecher Yuvraj
Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications
Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications
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- More about Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications
Format: Hardback
Length: 158 pages
Publication date: 16 March 2026
Publisher: Taylor & Francis Ltd
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.
Weight: 470g
Dimension: 234 x 156 (mm)
ISBN-13: 9781041150558
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