Bootstrapping INAR models
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Publication:61791
DOI10.3150/18-bej1057zbMath1466.62387MaRDI QIDQ61791
Carsten Jentsch, Christian H. Weiß, Christian H. Weiß, Carsten Jentsch
Publication date: 1 August 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1560326448
semiparametric estimation; time series of counts; parametric bootstrap; bootstrap consistency; functions of generalized means; INAR residuals; semiparametric bootstrap
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
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