Local asymptotic normality and efficient estimation for INAR(p) models
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Publication:3552850
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- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
Cites work
- scientific article; zbMATH DE number 3940388 (Why is no real title available?)
- scientific article; zbMATH DE number 1181283 (Why is no real title available?)
- scientific article; zbMATH DE number 770225 (Why is no real title available?)
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
- Analysis of low count time series data by poisson autoregression
- Asymptotic Statistics
- Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Efficient order selection algorithms for integer-valued ARMA processes
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Heterogeneous INAR(1) model with application to car insurance
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
- Note on integer-valued bilinear time series models
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- The existence of moments for stationary Markov chains
Cited in
(23)- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case
- Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- Locally asymptotically efficient estimation for parametric PINAR(p) models
- Asymptotic behavior of unstable INAR(\(p\)) processes
- Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
- On strongly dependent zero-inflated INAR(1) processes
- On the time-reversibility of integer-valued autoregressive processes of general order
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- Generalized RCINAR(1) process with signed thinning operator
- Efficient estimation in periodic INAR(1) model: parametric case
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- Efficient estimation in (PINAR(1)) model: semiparametric case
- Innovational Outliers in INAR(1) Models
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
- Generalized RCINAR(p) Process with Signed Thinning Operator
- Maximum likelihood estimation of the DDRCINAR(p) model
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