Locally asymptotically efficient estimation for parametric PINAR(p) models

DOI10.1111/STAN.12234OpenAlexW3125211939MaRDI QIDQ6149011

Mohamed Sadoun, Mohamed Bentarzi

Publication date: 8 February 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12234

zbMATH Keywords

efficient estimationperiodically correlated integer-valued process(\textit{LAM}) criterion(\textit{LAN}) propertyperiodic \textit{INAR}\((p)\) model

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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