Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991): Difference between revisions
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English | Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case |
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Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (English)
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6 January 2021
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periodically correlated integer-valued process
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periodic INAR(\(p\)) model
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nonparametric maximum likelihood
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(LAN) property
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semiparametric efficient estimation
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