| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154396 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
A first-order observation-driven integer-valued autoregressive model is introduced. Ergodicity of the process is established. Conditional least squares and maximum likelihood estimators of the model parameters are derived. The performances of these estimators are compared via simulation. The models are applied to a real data set.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Haitao Zheng, Ishwar V. Basawa,