spINAR

CRANspINARMaRDI QIDQ61792

(Semi)Parametric Estimation and Bootstrapping of INAR Models

Javiera Riffo, Carsten Jentsch, Maxime Faymonville, Jonas Rieger

Last update: 26 March 2023

Copyright license: GNU General Public License

Software version identifier: 0.1.0

Cites work

• Semiparametric estimation of INAR models using roughness penalization
• Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
• Bootstrapping INAR models

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