Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case

DOI10.1016/j.jspi.2020.07.005zbMath1455.62057MaRDI QIDQ826991

Mohamed Bentarzi, Mohamed Sadoun

Publication date: 6 January 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.07.005

zbMATH Keywords

nonparametric maximum likelihood; (LAN) property; periodic INAR(\(p\)) model; periodically correlated integer-valued process; semiparametric efficient estimation

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

62G05: Nonparametric estimation

62P30: Applications of statistics in engineering and industry; control charts

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On the extremes of the max-INAR(1) process for time series of counts

Cites Work

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