مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymptotic distribution of the Yule

Title of article :

Asymptotic distribution of the Yule–Walker estimator for INAR(p) processes

Author/Authors :

Isabel Silva، نويسنده , , M. Eduarda Silva، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1655

To page :

1663

Keywords :

INAR process , Autocovariance distribution , Yule–Walker estimation , Delta method

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140818

Link To Document :