Integer-valued time series

Research output: ThesisDoctoral Thesis

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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 languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • Drost, Feike C., Co-promotor
  • Werker, Bas, Promotor
Award date7 Nov 2007
Place of PublicationTilburg
Publisher
Print ISBNs9789056681982
Publication statusPublished - 2007

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