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

Drost,F.C.
; 
van den Akker,R.
; 
Werker,B.J.M.
Abstract
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Appeared earlier as CentER DP 2006-45
Date
2008
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Tilburg University Research Output Collection
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Citation
Drost, F C, van den Akker, R & Werker, B J M 2008, 'Local asymptotic normality and efficient estimation for inar (P) models', Journal of Time Series Analysis, vol. 29, no. 5, pp. 783-801.
URI
https://hdl.handle.net/20.500.14602/47842
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