A non-stationary integer-valued autoregressive model
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Publication:946258
DOI10.1007/s00362-006-0028-1zbMath1148.62074OpenAlexW2000451740MaRDI QIDQ946258
Publication date: 22 September 2008
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0028-1
AIDSquasi-likelihoodbootstrappingnon-stationarityover-dispersioninteger-valued time seriessigned binomial thinning
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)
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