(Semi)Parametric Estimation and Bootstrapping of INAR Models
(Semi)parametric estimation and bootstrapping of INAR models
(Semi)parametric INAR bootstrap procedure
Semiparametric estimation of INAR models
Parametric estimation of INAR models
Penalized semiparametric estimation of INAR models
Validated penalized semiparametric estimation of INAR models
Simulation of (semi)parametric integer autoregressive (INAR) models
Semiparametric and parametric estimation of INAR models including a finite sample refinement (Faymonville et al. (2022) <doi:10.1007/s10260-022-00655-0>) for the semiparametric setting introduced in Drost et al. (2009) <doi:10.1111/j.1467-9868.2008.00687.x>, different procedures to bootstrap INAR data (Jentsch, C. and Weiß, C.H. (2017) <doi:10.3150/18-BEJ1057>) and flexible simulation of INAR data.