Parameter Estimation for INAR Processes Based on High-Order Statistics
The high-order statistics (moments and cumulants of order higher than two) have been widely applied in several fields, specially in problems where it is conjectured a lack of Gaussianity and/or non-linearity. Since the INteger-valued AutoRegressive, INAR, processes are non-Gaussian, the high-order...
| Published in: | Revstat Statistical Journal |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2009-04-01
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| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/76 |