Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case
type: Item
instance of: scholarly article
title: Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case
zbMATH Open document ID: 1455.62057
author: Mohamed Bentarzi
author: Mohamed Sadoun
published in: Journal of Statistical Planning and Inference
publication date: 2021-01-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 7290654
zbMATH Keywords: periodically correlated integer-valued process
zbMATH Keywords: periodic INAR(\(p\)) model
zbMATH Keywords: nonparametric maximum likelihood
zbMATH Keywords: (LAN) property
zbMATH Keywords: semiparametric efficient estimation
MaRDI profile type: Publication
full work available at URL: j.jspi.2020.07.005
OpenAlex ID: W3043917813
cites work: Q4399904
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DOI: 10.1016/J.JSPI.2020.07.005
description: scientific article; zbMATH DE number 7290654