Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR("p") models
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- Raju Maiti & Atanu Biswas & Samarjit Das, 2016. "Coherent forecasting for count time series using Box–Jenkins's AR(p) model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(2), pages 123-145, May.
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- Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
- Tianqing Liu & Xiaohui Yuan, 2013. "Random rounded integer-valued autoregressive conditional heteroskedastic process," Statistical Papers, Springer, vol. 54(3), pages 645-683, August.
- Vance L. Martin & Andrew R. Tremayne & Robert C. Jung, 2014. "Efficient Method Of Moments Estimators For Integer Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 491-516, November.
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- David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018. "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers 2/18, Monash University, Department of Econometrics and Business Statistics.
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- Carsten Jentsch & Anne Leucht, 2016. "Bootstrapping sample quantiles of discrete data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(3), pages 491-539, June.
- Germán Aneiros, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 439-441, September.
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