Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model

DOI10.1016/j.stamet.2011.07.003zbMath1248.62161OpenAlexW2126918798MaRDI QIDQ713901

Christian H. Weiß

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2011.07.003

zbMATH Keywords

ML estimatorstime series of countsCLS estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

The effects of additive outliers in INAR(1) process and robust estimation, First order non-negative integer valued autoregressive processes with power series innovations, Improved estimation for Poisson INAR(1) models

Cites Work

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• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
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• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series