Efficient estimation in periodic INAR(1) model: parametric case

DOI10.1080/03610918.2018.1510524OpenAlexW2914710304MaRDI QIDQ5088091

Mohamed Sadoun, Mohamed Bentarzi

Publication date: 4 July 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2018.1510524

zbMATH Keywords

efficient estimationperiodically correlated integer-valued processmean and second moment periodically stationaryperiodic \((INAR(1))\) model

Mathematics Subject Classification ID

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

Related Items (7)

On periodic integer-valued moving average (INMA (q)) models ⋮ QMLE of periodic integer-valued time series models ⋮ On some periodic INARMA(p,q) models ⋮ Efficient estimation in (PINAR(1)) model: semiparametric case ⋮ Locally asymptotically efficient estimation for parametric PINAR(p) models ⋮ On a periodic negative binomial SETINAR model ⋮ On a periodic SETINAR model

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