Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (Q2920277)

From MaRDI portal





scientific article; zbMATH DE number 6093896
Language Label Description Also known as
English
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
scientific article; zbMATH DE number 6093896

    Statements

    0 references
    0 references
    0 references
    16 October 2012
    0 references
    count data
    0 references
    infinite dimensional \(Z\)-estimator
    0 references
    nonparametric maximum likelihood
    0 references
    semiparametric efficiency
    0 references
    0 references
    0 references
    0 references
    Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references