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Pattern Recognition and Image Analysis
Published in: Pattern Recognition and Image Analysis 1/2020

01-01-2020 | SPECIAL ISSUE

Statistical Analysis of Poisson Conditionally Nonlinear Autoregressive Time Series by Frequencies-Based Estimators

Authors: Yu. Kharin, M. Kislach

Published in: Pattern Recognition and Image Analysis | Issue 1/2020

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Abstract

Poisson conditionally nonlinear autoregressive model is proposed for integer-valued time series. Frequencies-based estimators (FBE) for model parameters, statistical forecasting statistics, and statistical tests for this model are constructed; their performance is analyzed theoretically and by computer experiments on simulated and real data.
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Metadata
Title
Statistical Analysis of Poisson Conditionally Nonlinear Autoregressive Time Series by Frequencies-Based Estimators
Authors
Yu. Kharin
M. Kislach
Publication date
01-01-2020
Publisher
Pleiades Publishing
Published in
Pattern Recognition and Image Analysis / Issue 1/2020
Print ISSN: 1054-6618
Electronic ISSN: 1555-6212
DOI
https://doi.org/10.1134/S1054661820010083

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