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Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

(Bog, Hardback, Engelsk)
Forfattere: Ashwinee Devi Soobhug, Naushad Mamode Khan, Sunecher Yuvraj
Forlag: Taylor & Francis Ltd

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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.

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Alle detaljer

Forlag Taylor & Francis Ltd
Forfattere Ashwinee Devi Soobhug, Naushad Mamode Khan, Sunecher Yuvraj
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 16-03-2026
Første udgivelsesår 2026
Illustrationer 13 Line drawings, black and white; 13 Illustrations, black and white
Originalsprog United Kingdom
Sideantal 158
Indbinding Hardback
Forlag Taylor & Francis Ltd
Sideoplysninger 158 pages, 13 Line drawings, black and white; 13 Illustrations, black and white
Mål 234 x 156
ISBN-13 / EAN-13 9781041150558