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- W3124116763 abstract "Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalued phenomena that evolve in time.The distribution of an INAR(p) process is determined by two parameters: a vector of survival probabilities and a probability distribution on the nonnegative integers, called an immigration or innovation distribution.This paper provides an efficient estimator of the parameters, and in particular, shows that the INAR(p) model has the Local Asymptotic Normality property." @default.
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- W3124116763 date "2006-01-01" @default.
- W3124116763 modified "2023-09-26" @default.
- W3124116763 title "Local Asymptotic Normality and Efficient Estimation for inar (P) Models" @default.
- W3124116763 hasPublicationYear "2006" @default.
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