Locally asymptotically efficient estimation for parametric PINAR(p) models
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Publication:6149011
DOI10.1111/stan.12234MaRDI QIDQ6149011
Mohamed Sadoun, Mohamed Bentarzi
Publication date: 8 February 2024
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/stan.12234
efficient estimation; periodically correlated integer-valued process; (\textit{LAM}) criterion; (\textit{LAN}) property; periodic \textit{INAR}\((p)\) model
62Fxx: Parametric inference
62Mxx: Inference from stochastic processes
62Gxx: Nonparametric inference