Moment properties and quadratic estimating functions for integer-valued time series models
Recently, there has been a growing interest in integer-valued time series models. In this paper, using a martingale difference, we prove a general theorem on the moment properties of a class of integer-valued time series models. This theorem not only contains results in the recent literature as sp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English English |
| Published: |
College of Statistical and Actuarial Sciences, University of Punjab
2018
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/65037/ http://irep.iium.edu.my/65037/1/65037_Moment%20Properties%20and%20Quadratic%20Estimating%20Functions%20_article.pdf http://irep.iium.edu.my/65037/2/65037_Moment%20Properties%20and%20Quadratic%20Estimating%20Functions%20_scopus.pdf http://irep.iium.edu.my/65037/13/65037_Moment%20properties%20and%20quadratic%20estimating%20functions_WoS.pdf |
Internet
http://irep.iium.edu.my/65037/http://irep.iium.edu.my/65037/1/65037_Moment%20Properties%20and%20Quadratic%20Estimating%20Functions%20_article.pdf
http://irep.iium.edu.my/65037/2/65037_Moment%20Properties%20and%20Quadratic%20Estimating%20Functions%20_scopus.pdf
http://irep.iium.edu.my/65037/13/65037_Moment%20properties%20and%20quadratic%20estimating%20functions_WoS.pdf