Identifying latent components of the TINAR(1) model
نویسندگان
چکیده
In this paper we give a solution for the problem of identifying and predicting latent components integer-valued time series with skewed Skellam marginal distribution. At beginning, expressions identification prediction are derived. These us possibility revealing values two hidden, immeasurable which affect marginals. Yule-Walker estimators unknown parameters obtained. Also, quality lag-one is tested on simulated data. very end, model validation performed in application real-life
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ژورنال
عنوان ژورنال: Filomat
سال: 2021
ISSN: ['2406-0933', '0354-5180']
DOI: https://doi.org/10.2298/fil2113469d