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• W2912166711 abstract "Integer-valued autoregressive (INAR) processes form a very useful class of processes suitable to model time series of counts. Several practically relevant estimators based on INAR data are known to be systematically biased away from their population values, e.g. sample autocovariances, sample autocorrelations, or the dispersion index. We propose to do bias correction for such estimators by using a recently proposed INAR-type bootstrap scheme that is tailor-made for INAR processes, and which has been proven to be asymptotically consistent under general conditions. This INAR bootstrap allows an implementation with and without parametrically specifying the innovations' distribution. To judge the potential of corresponding bias correction, we compare these bootstraps in simulations to several competitors that include the AR bootstrap and block bootstrap. Finally, we conclude with an illustrative data application." @default.
• W2912166711 created "2019-02-21" @default.
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• W2912166711 date "2019-02-08" @default.
• W2912166711 modified "2023-09-24" @default.
• W2912166711 title "Bootstrap-based bias corrections for INAR count time series" @default.
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• W2912166711 doi "https://doi.org/10.1080/00949655.2019.1576179" @default.
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