In this work we propose a bootstrap methodology to estimate the unknown parameters of INAR(p) processes. Some finite sample Monte Carlo experiments are carried out to valuate the performance of bootstrap estimator.
Estimation of INAR(p) models using bootstrap
GEROLIMETTO, Margherita
2016-01-01
Abstract
In this work we propose a bootstrap methodology to estimate the unknown parameters of INAR(p) processes. Some finite sample Monte Carlo experiments are carried out to valuate the performance of bootstrap estimator.
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