Semiparametric estimation of INAR models using roughness penalization (Q6164156)
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scientific article; zbMATH DE number 7719504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric estimation of INAR models using roughness penalization |
scientific article; zbMATH DE number 7719504 |
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Semiparametric estimation of INAR models using roughness penalization (English)
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27 July 2023
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count data
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penalized estimation
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integer-valued autoregressions
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innovation distribution
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validation
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