Quantile regression for thinning-based INAR(1) models of time series of counts

DOI10.1007/S10255-021-1014-ZzbMath1466.62300OpenAlexW3159469508MaRDI QIDQ2025167

Kai Yang, De-Hui Wang, Zi-ang Wu, Dan-shu Sheng

Publication date: 11 May 2021

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-021-1014-z

zbMATH Keywords

parameter estimationquantile regressionINAR(1) processjittering

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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