Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23)

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 2008-53, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: count data; nonparametric maximum likelihood; infinite-dimensional Z-estimator; semiparametric efficiency (search for similar items in EconPapers)
Date: 2008
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