Efficient estimation in periodic INAR(1) model: parametric case
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Publication:5088091
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
efficient estimation; periodically correlated integer-valued process; mean and second moment periodically stationary; periodic \((INAR(1))\) model
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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