Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

By Sunecher Yuvraj, Mamode Khan Naushad, Soobhug Ashwinee Devi

This book tackles the complexities of integer-valued time series analysis, focusing on over-dispersion, excess zeros, and non-stationarity. It explores high-ordered INAR(p) models with diverse thinning mechanisms and innovation distributions, finding CML superior for inference.

• Format: Hardcover
• Language: English
• ISBN: 1041150555
• ISBN13: 9781041150558
• Release Date: March 2026
• Publisher: CRC Press
• Length: 158 Pages
• Weight: 0.92 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"