Semi-parametric Estimation of Count Time Series

Date

2014-06-27

Author

Ghahramani, Melody
Dag, Osman
de Leon, Alexander R.

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A flexible semi-parametric model for autocorrelated count data is proposed. Unlike earlier models available in the literature, the model does not require construction of a likelihood function and only entails the specification of the first two conditional moments. An estimating function approach is adopted for the model. The efficiency of the estimates is investigated numerically against competing estimates via simulation studies.

Subject Keywords

Martingale, Semi-parametric, Estimating function, Autocorrelation, Count data

URI

https://hdl.handle.net/11511/66231

Collections

Department of Statistics, Conference / Seminar

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Citation Formats

M. Ghahramani, O. Dag, and A. R. de Leon, “Semi-parametric Estimation of Count Time Series,” 2014, p. 81, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/66231.