Modelling with the Novel INAR(1)-PTE Process
Emrah Altun, Naushad Mamode Khan
Topics & Concepts
MathematicsAutoregressive modelMaximum likelihoodProcess (computing)Applied mathematicsEstimationCompound Poisson processInteger (computer science)Least-squares function approximationExponential functionStatisticsPoisson distributionPoisson processMathematical optimizationAlgorithmComputer scienceEstimatorEconomicsProgramming languageManagementMathematical analysisOperating systemStatistical Distribution Estimation and ApplicationsAdvanced Statistical Process MonitoringFinancial Risk and Volatility Modeling