Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616): Difference between revisions

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Latest revision as of 19:35, 1 August 2024

scientific article; zbMATH DE number 7714525
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English
Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes
scientific article; zbMATH DE number 7714525

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    Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (English)
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    20 July 2023
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    semiparametric integer-valued process
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    efficient estimation
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    LAN property
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    non-parametric maximum likelihood
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    SETINAR model
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