Conditional L1 estimation for random coefficient integer-valued autoregressive processes

DOI10.1524/strm.2013.1093zbMath1273.62206OpenAlexW2241119659MaRDI QIDQ2855513

Xi Chen, Lihong Wang

Publication date: 25 October 2013

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2013.1093

zbMATH Keywords

count dataasymptotic distributionsconditional least absolute deviation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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