Efficient estimation in periodic INAR(1) model: parametric case
Author:
Affiliation:
1. Faculty of Mathematics, University of Science and Technology Houari Boumediene, Algiers, Algeria
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1510524
Reference29 articles.
1. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
2. An integer-valued pth-order autoregressive structure (INAR(p)) process
3. Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
4. Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model
5. Adaptive Estimation of Causal Periodic Autoregressive Model
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