Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277)

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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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