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 spec...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
University of the Punjab
2018
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/21267/ https://doi.org/10.18187/pjsor.v14i1.1750 |
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