Search for dissertations about: "INARMA"

Found 1 swedish dissertation containing the word INARMA.

2. 1. Count data modelling and tourism demand

   Author : Jörgen Hellström; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Count data; INARMA; Unit root; Aggregation; Forecasting; Tourism; Truncation; Inflation; Simulated maximum likelihood; Bivariate hurdle model.;

   Abstract : This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the ENAR(l) model. READ MORE