Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...

Suppose {X n} is a pth order autoregressive process with innovations in the domain of attraction of a stable law and the true order p unknown. The estimate p̂ of p is chosen to minimize Akaike's ...

Integer-valued time series analysis is a rapidly evolving field that focuses on the statistical modelling and forecasting of discrete data, such as counts of events over time. This area of research is ...