Home > Search Results: keywords:"INARCH model"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Poisson autoregression
 Böhmová, Karolína ; Hudecová, Šárka (advisor) ; Hlubinka, Daniel (referee)
This thesis deals with INGARCH models for a count time series. Main emphasis is placed on a linear INARCH model. Its properties are derived. Several methods of estimation are introduced - maximum likelihood method, least squares method and its modifications - and later compared in a simulation study. Main properties and maximum likelihood estimation for INGARCH(1,1) model are stated. Higher order linear INGARCH models and nonlinear INGARCH models are discussed briefly. An application of the presented models on time series of car accidents is given.
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English