Matched bootstrap procedure for INAR(1) processes

MaRDI QIDQ5149808zbMATH OpenFDO

Authors László Németh, A. Zempléni

Publication date 8 February 2021

Full work available at URL http://ac.inf.elte.hu/Vol_050_2020/269_50.pdf

zbMATH Keywords

block bootstrapbootstrapINARtime series

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Bootstrapping INAR models
• A new bootstrap resampling scheme for INAR processes with trend
• Matched-block bootstrap for dependent data
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• The local bootstrap for Markov processes

Cited in

(3)

• A new bootstrap resampling scheme for INAR processes with trend
• Bootstrapping INAR models
• Score-based bootstrap test for serial dependence in count time series

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