Vera Lucia Oliveira

Universidade do Porto

Rua Roberto Frias

s/n

Porto, 4200-464

Portugal

SCHOLARLY PAPERS

2

DOWNLOADS

43

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Difference Equations for the Higher-Order Moments and Cumulants of the Inar(1) Model

Number of pages: 17 Posted: 04 Jul 2004
Maria Eduardo da Silva and Vera Lucia Oliveira
Universidade do Porto and Universidade do Porto
Downloads 27 (708,362)
Citation 1

Abstract:

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2.

Difference Equations for the Higher Order Moments and Cumulants of the Inar(P) Model

Number of pages: 20 Posted: 07 Jan 2005
Maria Eduarda Silva and Vera Lucia Oliveira
Universidade do Porto - Departamento de Matematica Aplicada and Universidade do Porto
Downloads 16 (799,295)
Citation 1

Abstract:

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INAR models, moments, cumulants, Yule-Walker equations, estimation, frequency domain, Whittle's criterion