Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions

This manuscript deals with a parameter estimation of a non-negative integer-valued (NNIV) time series based on the so-called probability generating function (PGF) method. The theoretical background of the PGF estimation technique for a very general, stationary class of NNIV time series is described,...

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Autors principals:	Vladica Stojanović, Eugen Ljajko, Marina Tošić
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2023-01-01
Col·lecció:	Axioms
Matèries:	integer-valued time series parameter estimation probability generating functions asymptotic properties simulation numerical integration
Accés en línia:	https://www.mdpi.com/2075-1680/12/2/112
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