Search Results - subject:"Integer-valued"

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

Armillotta, Mirko; Gorgi, Paolo - In: Journal of econometrics 246 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015555959

Pseudo-variance quasi-maximum likelihood estimation of semiparametric time series models

Armillotta, Mirko; Gorgi, Paolo - 2023

featuring integer-valued autoregressive processes, where assumptions on the dispersion of the thinning operator are formally …

Persistent link: https://www.econbiz.de/10014380737

Estimation and bootstrap for stochastically monotone Markov processes

Neumann, Michael H. - In: Metrika 87 (2023) 1, pp. 31-59

The Markov property is shared by several popular models for time series such as autoregressive or integer-valued … autoregressive processes as well as integer-valued ARCH processes. A natural assumption which is fulfilled by corresponding …

Persistent link: https://www.econbiz.de/10015096820

Estimation and bootstrap for stochastically monotone Markov processes

Neumann, Michael H. - In: Metrika 87 (2023) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10015400888

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

Armillotta, Mirko; Gorgi, Paolo - 2023

featuring integer-valued autoregressive processes, where assumptions on the dispersion of the thinning operator are formally …

Persistent link: https://www.econbiz.de/10014469698

A mixed-integer slacks-based measure data envelopment analysis for efficiency measuring of German university hospitals

Zarrin, Mansour - In: Health care management science : a new journal serving … 26 (2023) 1, pp. 138-160

Persistent link: https://www.econbiz.de/10014251958

Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

Aknouche, Abdelhakim; Francq, Christian - In: Journal of econometrics 237 (2023) 2,2, pp. 1-22

Persistent link: https://www.econbiz.de/10014471524

On random coefficient INAR processes with long memory

Beran, Jan; Droullier, Frieder - In: AStA Advances in Statistical Analysis 109 (2025) 2, pp. 281-311

We consider random coefficient INAR(1) processes with a strongly dependent latent random coefficient process. It is shown that, in spite of its conditional Markovian structure, the unconditional process exhibits long-range dependence. Short-term prediction and estimation of parameters involved...

Persistent link: https://www.econbiz.de/10015436490

A general series network slacks-based measure approach for non-controllable inputs and undesirable outputs in mixed integer data envelopment analysis : an application to airport operations

Taleb, Mushtaq - In: Socio-economic planning sciences : the international … 99 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015431459

Semiparametric estimation of INAR models using roughness penalization

Faymonville, Maxime; Jentsch, Carsten; Weiß, Christian H. - In: Statistical Methods & Applications 32 (2022) 2, pp. 365-400

Popular models for time series of count data are integer-valued autoregressive (INAR) models, for which the literature …

Persistent link: https://www.econbiz.de/10015178315