Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach

Approximation Theorems of Mathematical Statistics.

R. J. Serfling · Biometrics · 1981 · 1.1K citations

Engineering, Statistical Inference, Mathematical Statistic +4

FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

Mohamed Alosh, Abdulhamid A. Alzaid · Journal of Time Series Analysis · 1987 · 913 citations

Correlation Structure, Engineering, Stochastic Analysis +17

On Conditional Least Squares Estimation for Stochastic Processes

Lawrence A. Klimko, Paul I. Nelson · The Annals of Statistics · 1978 · 462 citations · Full text

Economics, Engineering, Stochastic Processes +11

THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(<i>p</i>)) MODEL

Du Jinguan, Yuan Li · Journal of Time Series Analysis · 1991 · 369 citations

Lag P Dependence, Econometric Model, Correlation Structure +4

Some ARMA models for dependent sequences of poisson counts

Ed McKenzie · Advances in Applied Probability · 1988 · 332 citations

Engineering, Stochastic Processes, Stochastic System +12