Local asymptotic normality and efficient estimation for INAR(p) models

DOI10.1111/j.1467-9892.2008.00581.xzbMath1199.62007OpenAlexW3121481552MaRDI QIDQ3552850

Feike C. Drost, Ramon van den Akker, Bas J. M. Werker

Publication date: 22 April 2010

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/95ec06ea-005b-4c08-a2e6-f5901d66e640

zbMATH Keywords

count datainteger-valued time seriesinformation loss structure.

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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