Compound Poisson INAR (1) processes: stochastic properties and testing for overdispersion

S Schweer, CH Weiss - Computational Statistics & Data Analysis, 2014 - Elsevier
The compound Poisson INAR (1) model for time series of overdispersed counts is
considered. For such CPINAR (1) processes, explicit results are derived for joint moments …
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[引用][C] Compound Poisson INAR (1) processes: Stochastic properties and testing for overdispersion

S Schweer, CH Weiß - 2014