Partial Autocorrelation Diagnostics for Count Time Series

In a time series context, the study of the partial autocorrelation function (PACF) is helpful for model identification. Especially in the case of autoregressive (AR) models, it is widely used for order selection. During the last decades, the use of AR-type count processes, i.e., which also fulfil th...

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Detalles Bibliográficos
Autores principales: Weiß, Christian H., Aleksandrov, Boris, Faymonville, Maxime, Jentsch, Carsten
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857374/
https://www.ncbi.nlm.nih.gov/pubmed/36673246
http://dx.doi.org/10.3390/e25010105

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857374/
https://www.ncbi.nlm.nih.gov/pubmed/36673246
http://dx.doi.org/10.3390/e25010105

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