Efficient estimation in semiparametric self-exciting threshold INAR processes
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Publication:6172616
DOI10.1080/03610918.2021.1910300MaRDI QIDQ6172616
Mohamed Bentarzi, Mohamed Sadoun
Publication date: 20 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1910300
efficient estimation; LAN property; non-parametric maximum likelihood; semiparametric integer-valued process; SETINAR model
62-XX: Statistics
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