Local Asymptotic Normality and Efficient Estimation for inar (P) Models

Feike C. Drost (), R. van den Akker and Bas Werker
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R. van den Akker: Tilburg University, Center For Economic Research

No 2006-45, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: count data; integer-valued time series; information loss structure (search for similar items in EconPapers)
Date: 2006
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Related works:
Journal Article: Local asymptotic normality and efficient estimation for INAR(p) models (2008)
Working Paper: Local Asymptotic Normality and Efficient Estimation for inar (P) Models (2006)
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