Moment properties and quadratic estimating functions for integer-valued time series models

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...

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Bibliographic Details
Main Authors: Mohamad, Nurul Najihah, Mohamed, Ibrahim, Haur, Ng Kok
Format: Article
Language:English
English
English
Published: College of Statistical and Actuarial Sciences, University of Punjab 2018
Subjects:
Q Science (General)
QA Mathematics
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

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