Efficient estimation in periodic INAR(1) model: parametric case (Q5088091): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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+Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model
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+Adaptive Estimation of Causal Periodic Autoregressive Model
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+On adaptive estimation
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+Q4399904
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+Estimation in integer-valued moving average models
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+A Poisson INAR(1) process with a seasonal structure
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+Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+On estimation and adaptive estimation for locally asymptotically normal families
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+Integer-Valued GARCH Process
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+Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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+Asymptotically normal families of distributions and efficient estimation
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+Efficient estimation in nonlinear autoregressive time-series models
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+Asymptotic methods in statistical decision theory
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+Integer-valued autoregressive processes with periodic structure
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+Discrete analogues of self-decomposability and stability
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+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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+Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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