• 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
    9
  • 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