spINAR

MaRDI QIDQ61792CRANFDO

Authors Maxime Faymonville, Javiera Riffo, Jonas Rieger, Carsten Jentsch

Last update 26 March 2023

Copyright license GNU General Public License

Software version identifier 0.1.0

Cites work

• Bootstrapping INAR models
• Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
• Semiparametric estimation of INAR models using roughness penalization

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