Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...
Two methods of parameter estimation for a general nonlinear autoregressive process with beta-ARCH innovations are discussed and the large sample properties of the estimators for each method are ...
Integer-valued time series analysis is a rapidly evolving field that focuses on the statistical modelling and forecasting of discrete data, such as counts of events over time. This area of research is ...
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