Integer-valued time series
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References listed on IDEAS
- Steigerwald, Douglas G., 1992. "Adaptive estimation in time series regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 251-275.
- 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.
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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.
- 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," Other publications TiSEM 950a8cda-8f8c-43a9-a5c2-8, Tilburg University, School of Economics and Management.
- Einmahl, John H.J. & van den Akker, Ramon, 2011.
"Superefficient estimation of the marginals by exploiting knowledge on the copula,"
Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1315-1319, October.
- Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Other publications TiSEM 5cc7cb98-6ae3-4e8e-8566-c, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Discussion Paper 2010-120, Tilburg University, Center for Economic Research.
- repec:tiu:tiutis:6b90fe6f-4de9-4192-9f4d-99ae9220af75 is not listed on IDEAS
- Eiling, E., 2007. "Essays on International Finance and Asset Pricing," Other publications TiSEM 5f891179-600e-4965-a5eb-0, Tilburg University, School of Economics and Management.
- 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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