Efficient estimation in periodic INAR(1) model: parametric case

DOI10.1080/03610918.2018.1510524MaRDI QIDQ5088091

Mohamed Sadoun, Mohamed Bentarzi

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1510524

zbMATH Keywords

efficient estimation; periodically correlated integer-valued process; mean and second moment periodically stationary; periodic \((INAR(1))\) model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

QMLE of periodic integer-valued time series models, On some periodic INARMA(p,q) models, Efficient estimation in (PINAR(1)) model: semiparametric case, On periodic integer-valued moving average (INMA (q)) models, On a periodic negative binomial SETINAR model, On a periodic SETINAR model

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