Efficient estimation in (PINAR(1)) model: semiparametric case

DOI10.1080/03610918.2020.1825735OpenAlexW3090201304MaRDI QIDQ5055193

Publication date: 13 December 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1825735

zbMATH Keywords

(LAN) property periodically correlated integer-valued process semiparametric efficient estimation non-parametric maximum likelihood periodic INAR(1) model

Mathematics Subject Classification ID

Statistics (62-XX)

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