Optimal Probabilistic Forecasts for Counts
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Barczy, M. & Ispány, M. & Pap, G., 2011. "Asymptotic behavior of unstable INAR(p) processes," Stochastic Processes and their Applications, Elsevier, vol. 121(3), pages 583-608, March.
- Dag Tjøstheim, 2012. "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 413-438, September.
- Yousung Park & Hee-Young Kim, 2012. "Diagnostic checks for integer-valued autoregressive models using expected residuals," Statistical Papers, Springer, vol. 53(4), pages 951-970, November.
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KeywordsNonparametric Inference; Asymptotic Efficiency; Count Time Series; INAR Model Class; Bootstrap Distributions; Iceberg Stock Market Orders.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-30 (All new papers)
- NEP-ARA-2009-08-30 (MENA - Middle East & North Africa)
- NEP-ECM-2009-08-30 (Econometrics)
- NEP-FOR-2009-08-30 (Forecasting)
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