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A New First-Order Integer-Valued Autoregressive Model with Bell Innovations
A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be a good alternative. In addition, for a paramet...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8227322/ https://www.ncbi.nlm.nih.gov/pubmed/34199717 http://dx.doi.org/10.3390/e23060713 |