The INARCH(1) Model for Overdispersed Time Series of Counts
- Author
- WEISS, Christian H1
[1] Department of Mathematics, Darmstadt University of Technology, Darmstadt, Germany - Source
Communications in statistics. Simulation and computation. 2010, Vol 39, Num 6-7, pp 1254-1276, 23 p ; ref : 1 p.1/4
- CODEN
- CSSCDB
- ISSN
- 0361-0918
- Scientific domain
- Mathematics
- Publisher
- Taylor & Francis, Colchester
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- 60J10 62F12 62F25 62M05 62M10 62P20 ACP model INGARCH model Overdispersion Poisson―Charlier expansion Simultaneous confidence regions c control chart
- Keyword (fr)
- Autocorrélation Carte contrôle Chaîne Markov Distribution statistique Donnée économique Estimation non paramétrique Estimation paramètre Estimation statistique Expansion Industrie Ingénierie Intervalle confiance Loi marginale Maximum vraisemblance Méthode moindre carré Méthode statistique Méthode stochastique Paramétrisation Processus Markov Processus stochastique Simulation numérique Simulation statistique Série temporelle Test hypothèse Test statistique 60J05 60J99 62E20 62F25 62G15 62M02 62M05 62M10 62P30 65C40 Développement mathématique Echantillon fini Estimation paramétrique Loi asymptotique Région confiance Vraisemblance conditionnelle
- Keyword (en)
- Autocorrelation Control chart Markov chain Statistical distribution Economic data Non parametric estimation Parameter estimation Statistical estimation Expansion Industry Engineering Confidence interval Marginal distribution Maximum likelihood Least squares method Statistical method Stochastic method Parameterization Markov process Stochastic process Numerical simulation Statistical simulation Time series Hypothesis test Statistical test Mathematical expansion Finite sample Confidence region Conditional likelihood
- Keyword (es)
- Autocorrelación Carta control Cadena Markov Distribución estadística Dato económico Estimación no paramétrica Estimación parámetro Estimación estadística Expansión Industria Ingeniería Intervalo confianza Ley marginal Maxima verosimilitud Método cuadrado menor Método estadístico Método estocástico Parametrización Proceso Markov Proceso estocástico Simulación numérica Simulación estadística Serie temporal Test hipótesis Test estadístico
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 23173211
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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