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Semi-parametric Estimation of Count Time Series
Date
2014-06-27
Author
Ghahramani, Melody
Dag, Osman
de Leon, Alexander R.
Metadata
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Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
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Cite This
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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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.