Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277)
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English | Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models |
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Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (English)
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16 October 2012
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count data
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infinite dimensional \(Z\)-estimator
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nonparametric maximum likelihood
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semiparametric efficiency
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