Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616)
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scientific article; zbMATH DE number 7714525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes |
scientific article; zbMATH DE number 7714525 |
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Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (English)
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20 July 2023
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semiparametric integer-valued process
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efficient estimation
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LAN property
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non-parametric maximum likelihood
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SETINAR model
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