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Integer-valued time series

Author

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  • van den Akker, R.

    (Tilburg University, School of Economics and Management)

Abstract

This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.

Suggested Citation

  • van den Akker, R., 2007. "Integer-valued time series," Other publications TiSEM e7f68743-db57-4056-9ca7-1, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:e7f68743-db57-4056-9ca7-18e3b7b53c22
    Note: Dissertation
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/899592/thesis.pdf
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    References listed on IDEAS

    as
    1. Silva, Isabel & Silva, M. Eduarda, 2006. "Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1655-1663, September.
    2. Steigerwald, Douglas G., 1992. "Adaptive estimation in time series regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 251-275.
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    Cited by:

    1. Segers, J.J.J. & van den Akker, R. & Werker, B.J.M., 2008. "Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known," Discussion Paper 2008-40, Tilburg University, Center for Economic Research.
    2. repec:tiu:tiutis:6b90fe6f-4de9-4192-9f4d-99ae9220af75 is not listed on IDEAS
    3. Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2009. "The asymptotic structure of nearly unstable non negative integer-valued AR(1) models," Other publications TiSEM ac0494ae-7a32-43ca-b5b4-d, Tilburg University, School of Economics and Management.

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