Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models

DOI10.1111/j.1467-9868.2008.00687.xzbMath1248.62147OpenAlexW3121913090MaRDI QIDQ2920277

Ramon van den Akker, Feike C. Drost, Bas J. M. Werker

Publication date: 16 October 2012

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00687.x

zbMATH Keywords

count datasemiparametric efficiencynonparametric maximum likelihoodinfinite dimensional \(Z\)-estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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