Integer-valued time series

R. van den Akker

Integer-valued time series

Research output: Thesis › Doctoral Thesis

701 Downloads (Pure)

Abstract

This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.

Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Tilburg University
Supervisors/Advisors	Drost, Feike C., Co-promotor Werker, Bas, Promotor
Award date	7 Nov 2007
Place of Publication	Tilburg
Publisher	CentER, Center for Economic Research
Print ISBNs	9789056681982
Publication status	Published - 2007

Access to Document

Integer-valued time seriesFinal published version, 984 KB

Cite this

@phdthesis{e7f68743db5740569ca718e3b7b53c22,

title = "Integer-valued time series",

abstract = "This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.",

author = "{van den Akker}, R.",

year = "2007",

language = "English",

isbn = "9789056681982",

series = "CentER Dissertation Series",

publisher = "CentER, Center for Economic Research",

school = "Tilburg University",

}

TY - BOOK

T1 - Integer-valued time series

AU - van den Akker, R.

PY - 2007

Y1 - 2007

N2 - This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.

AB - This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.

M3 - Doctoral Thesis

SN - 9789056681982

T3 - CentER Dissertation Series

PB - CentER, Center for Economic Research

CY - Tilburg

ER -

Integer-valued time series

Abstract

Access to Document

Fingerprint

Cite this