Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
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Publication:273793
DOI10.1016/j.spl.2016.01.018zbMath1419.62253MaRDI QIDQ273793
Sebastian Schweer, Christian H. Weiß
Publication date: 22 April 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.01.018
asymptotic properties; bias corrections; count-data time series; moment estimators; Poisson INAR(1) model; Poisson INARCH(1) model
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
62M05: Markov processes: estimation; hidden Markov models
Related Items
Bootstrap-based bias corrections for INAR count time series, CLAR(1) point forecasting under estimation uncertainty, Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators, Bootstrapping INAR models, Testing the dispersion structure of count time series using Pearson residuals, Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes, Testing the compounding structure of the CP-INARCH model, Bias-correction of some estimators in the INAR(1) process
Uses Software
Cites Work
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