Bootstrap-based bias corrections for INAR count time series
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DOI: 10.1080/00949655.2019.1576179
Abstract: ABSTRACT Integer-valued autoregressive (INAR) processes form a very useful class of processes suitable to model time series of counts. Several practically relevant estimators based on INAR data are known to be systematically biased away from… read more here.
Keywords: based bias; bootstrap based; bootstrap; time series ... See more keywords