Showing 1 - 10 of 14
Conditional distributions for the analysis of convergence are usually estimated using a standard kernel smoother but this is known to be biased. Hyndman et al. (1996) thus suggest a conditional density estimator with a mean function specified by a local polynomial smoother, i.e. one with better...
Persistent link: https://www.econbiz.de/10013115940
Persistent link: https://www.econbiz.de/10010426330
Persistent link: https://www.econbiz.de/10011704055
Persistent link: https://www.econbiz.de/10014266540
Persistent link: https://www.econbiz.de/10012265927
Persistent link: https://www.econbiz.de/10001905504
Persistent link: https://www.econbiz.de/10002172422
In this paper we analyse some bootstrap techniques to make inference in INAR(p) models. First of all, via Monte Carlo experiments we compare the performances of these methods when estimating the thinning parameters in INAR(p) models. We state the superiority of sieve bootstrap approaches on...
Persistent link: https://www.econbiz.de/10012924785
Persistent link: https://www.econbiz.de/10003327205
Persistent link: https://www.econbiz.de/10003719142