Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
推导了INAR(p)模型高阶矩和高阶累积量的差分方程，给出了谱和双谱密度函数，并用Whittle准则估计模型参数，以癫痫发作次数数据为例说明。
Abstract. Here we obtain difference equations for the higher order moments and cumulants of a time series { X t } satisfying an INAR( p ) model. These equations are similar to the difference equations for the higher order moments and cumulants of the bilinear time series model. We obtain the spectral and bispectral density functions for the INAR( p ) process in state–space form, thus characterizing it in the frequency domain. We consider a frequency domain method – the Whittle criterion – to estimate the parameters of the INAR( p ) model and illustrate it with the series of the number of epilepsy seizures of a patient.