Efficient estimation in semiparametric self-exciting threshold INAR processes

DOI10.1080/03610918.2021.1910300OpenAlexW3153119477MaRDI QIDQ6172616

Mohamed Bentarzi, Mohamed Sadoun

Publication date: 20 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1910300

zbMATH Keywords

efficient estimationLAN propertynon-parametric maximum likelihoodsemiparametric integer-valued processSETINAR model

Mathematics Subject Classification ID

Statistics (62-XX)

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