Bootstrapping INAR models (Q61791): Difference between revisions

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Property / DOI: 10.3150/18-BEJ1057 / rank
 
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14 June 2019
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Property / publication date: 14 June 2019 / rank
 
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Property / author: Carsten Jentsch / rank
 
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Property / author: Christian H. Weiß / rank
 
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Bootstrapping INAR models (English)
Property / title: Bootstrapping INAR models (English) / rank
 
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Property / zbMATH Open document ID: 1466.62387 / rank
 
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Property / full work available at URL: https://projecteuclid.org/euclid.bj/1560326448 / rank
 
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Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID: 62F12 / rank
 
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Property / Mathematics Subject Classification ID: 62G09 / rank
 
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Property / zbMATH DE Number: 7066260 / rank
 
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Property / zbMATH Keywords
 
bootstrap consistency
Property / zbMATH Keywords: bootstrap consistency / rank
 
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functions of generalized means
Property / zbMATH Keywords: functions of generalized means / rank
 
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INAR residuals
Property / zbMATH Keywords: INAR residuals / rank
 
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parametric bootstrap
Property / zbMATH Keywords: parametric bootstrap / rank
 
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semiparametric bootstrap
Property / zbMATH Keywords: semiparametric bootstrap / rank
 
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semiparametric estimation
Property / zbMATH Keywords: semiparametric estimation / rank
 
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time series of counts
Property / zbMATH Keywords: time series of counts / rank
 
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Revision as of 08:21, 4 August 2023

scientific article
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English
Bootstrapping INAR models
scientific article

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    25
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    1 August 2019
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    14 June 2019
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    Bootstrapping INAR models (English)
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    bootstrap consistency
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    functions of generalized means
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    INAR residuals
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    parametric bootstrap
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    semiparametric bootstrap
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    semiparametric estimation
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    time series of counts
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