Semiparametric estimation of INAR models using roughness penalization
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DOI: 10.1007/s10260-022-00655-0
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- Weiß, Christian H. & Zhu, Fukang, 2024. "Conditional-mean multiplicative operator models for count time series," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
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Keywords
Count data; Penalized estimation; Integer-valued autoregressions; Innovation distribution; Validation;All these keywords.
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