OpenAlex | Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models

Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models

Work

Year: 2008

Type: article

Source: Journal of the Royal Statistical Society Series B (Statistical Methodology)

Authors Feike C. Drost, Ramon Van den Akker, Bas J. M. Werker

Institution Tilburg University

Cites: 45

Cited by: 71

Related to: 10

FWCI: 1.768

Citation percentile (by year/subfield): 88.24

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Sustainable Development Goal Industry, innovation and infrastructure

Open Access status: closed