Abstract
We provide a necessary and sufficient condition for an integer-valued autoregression with periodic parameters and driven by an independent and periodically distributed innovation to have finite moments of any order.
- Title
- Moment conditions for the periodic integer-valued autoregressive model
- Creators - without role
- Bader S. Almohaimeed - Qassim University
- Publication Details
- International journal of mathematics and computer science, Vol.17(2), pp.685-693
- Publisher
- Lebanese Univ
- Number of pages
- 9
- Identifiers
- 9928859608331
- Academic Unit
- Qassim University
- Language
- English
- Resource Type
- Journal article