Local asymptotic normality and efficient estimation for multivariate GINAR(p) models

Local asymptotic normality and efficient estimation for multivariate GINAR(p) models

We derive the Local Asymptotic Normality (LAN) property for a multivariate generalized integer-valued autoregressive (MGINAR) process with order p. The generalized thinning operator in the MGINAR(p) process includes not only the usual Binomial thinning but also Poisson thinning, geometric thinning,...

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Bibliographic Details
Main Author: Hiroshi Shiraishi
Format: Article
Language:English
Published: Taylor & Francis Group 2019-01-01
Series:Cogent Mathematics & Statistics
Subjects:
integer-valued time series
thinning operations
lan
efficient estimation
Online Access:http://dx.doi.org/10.1080/25742558.2019.1695437

Internet

http://dx.doi.org/10.1080/25742558.2019.1695437

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