Model-based INAR bootstrap for forecasting INAR\((p)\) models

DOI10.1007/s00180-019-00902-1zbMath1505.62069OpenAlexW2951700422WikidataQ127709570 ScholiaQ127709570MaRDI QIDQ2282603

Margherita Gerolimetto, Luisa Bisaglia

Publication date: 8 January 2020

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-019-00902-1

zbMATH Keywords

forecastbootstrapestimationINAR\((p)\) models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models, Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process

Uses Software

• R

Cites Work

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