Integer-valued time series
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References listed on IDEAS
- 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.
- 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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- 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.
- repec:tiu:tiutis:6b90fe6f-4de9-4192-9f4d-99ae9220af75 is not listed on IDEAS
- 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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