Simulation Study

Chapman & Hall/CRC eBooks 2026 Book chapter

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Authors: Soobhug Ashwinee Devi, Mamode Khan Naushad, Sunecher Yuvraj
DOI: 10.1201/9781003677451-3
Cited by: 0

Abstract

This chapter presents some numerical illustrations of the high-ordered INAR process with some Poisson mixed innovations and their zero-inflated associates. The Monte Carlo simulation experiment based on an INAR (4) process that is given as: 3.1 https://www.w3.org/1998/Math/MathML" display="block"> Y t = ρ 1 ∗ Y t − 1 + ρ 2 ∗ Y t − 2 + ρ 3 ∗ Y t − 3 + ρ 4 ∗ Y t − 4 + R t ,

Fields of Study & Subjects

Probability and Statistical Research Time Series Analysis and Forecasting Point processes and geometric inequalities

Publication details

Journal / source
Chapman & Hall/CRC eBooks
Pages
30–54
Publication date
16 January 2026
Language
EN
Document type
Book chapter