Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes

Statistics and Probability Letters

Volumn 76, Issue 15, 2006, Pages 1655-1663

  Silva, Isabel ^a   Silva, M Eduarda ^a,b  

^a UNIVERSITY OF PORTO   (Portugal)

^b UNIVERSITY OF AVEIRO   (Portugal)

Author keywords

Autocovariance distribution; Delta method; INAR process; Yule Walker estimation

Indexed keywords

EID: 33745825528     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.04.008     Document Type: Article

References (21)

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