Semiparametric integer‐valued autoregressive models on ℤ

DOI10.1002/cjs.11621zbMath1492.62136OpenAlexW3171734829MaRDI QIDQ5094277

Fukang Zhu, Qi Li, Zhengwei Liu

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11621

zbMATH Keywords

semiparametric modellog-concavitytime series of countsINARrounded model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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An empirical-likelihood-based structural-change test for INAR processes ⋮ A mixed generalized Poisson INAR model with applications ⋮ A new minification integer‐valued autoregressive process driven by explanatory variables ⋮ A new INAR model based on Poisson-BE2 innovations ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Semiparametric estimation of INAR models using roughness penalization

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