EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS
Author:
Affiliation:
1. Economics; University of Melbourne; Melbourne Australia
2. Economics; University of New South Wales; Kensington Australia
3. University of Liverpool; Liverpool UK
4. Institute of Economics; Universität Hohenheim; Stuttgart Germany
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12078/fullpdf
Reference40 articles.
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3. An integer-valued pth autoregressive structure (INAR(p)) process;Alzaid;Journal of Applied Probability,1990
4. On accelerated random search;Appel;SIAM Journal on Optimization,2003
5. Basic properties of strong mixing conditions. A survey and some open questions;Bradley;Probability Surveys,2005
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