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Bootstrapping INAR models - MaRDI portal

Bootstrapping INAR models (Q61791)

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scientific article
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English
Bootstrapping INAR models
scientific article

    Statements

    published in
    Bernoulli
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    volume
    25
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    issue
    3
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    publication date
    1 August 2019
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    14 June 2019
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    author
    Carsten Jentsch
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    Christian H. Weiß
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    Carsten Jentsch
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    Christian H. Weiß
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    title
    Bootstrapping INAR models (English)
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    zbMATH Keywords
    bootstrap consistency
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    functions of generalized means
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    INAR residuals
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    parametric bootstrap
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    semiparametric bootstrap
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    semiparametric estimation
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    time series of counts
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    cites work

    Identifiers

    DOI
    10.3150/18-bej1057
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    62G09
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    zbMATH DE Number
    7066260
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