Local asymptotic normality and efficient estimation for inar (P) models

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Original language	English
Pages (from-to)	783-801
Journal	Journal of Time Series Analysis
Volume	29
Issue number	5
Publication status	Published - 2008

Cite this

@article{95468dd0a62c4958aaabd519ca22a788,

title = "Local asymptotic normality and efficient estimation for inar (P) models",

author = "F.C. Drost and \{van den Akker\}, R. and B.J.M. Werker",

note = "Appeared earlier as CentER DP 2006-45",

year = "2008",

language = "English",

volume = "29",

pages = "783--801",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

number = "5",

}