Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models

Keyphrases

• Semi-parametric 100%
• Autoregression 100%
• Integer Values 100%
• AR(p) Model 100%
• Non-negative Integer 66%
• Integer-valued Autoregressive Models 66%
• Parametric Model 33%
• Probability Distribution 33%
• Regression Parameters 33%
• Two-parameter 33%
• Efficient Estimator 33%
• Parametric Family 33%
• PI Model 33%
• P-process 33%
• Autoregressive Coefficients 33%
• Autoregressive Process 33%

Mathematics

• Integer 100%
• Autoregression 100%
• Nonnegative Integer 50%
• Parametric Model 25%
• Regression Parameter 25%
• Probability Distribution 25%
• Parametric Family 25%
• Autoregressive Model 25%
• Regression Coefficient 25%