spINAR
(Semi)Parametric Estimation and Bootstrapping of INAR Models
Semiparametric and parametric estimation of INAR models including a finite sample refinement (doi:10.1007/s10260-022-00655-0) for the semiparametric setting introduced in Drost et al. (2009) (doi:10.1111/j.1467-9868.2008.00687.x), different procedures to bootstrap INAR data (doi:10.3150/18-BEJ1057) and flexible simulation of INAR data.
- Version0.2.0
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?No
- spINAR citation info
- Last release04/08/2024
Documentation
Team
Maxime Faymonville
Jonas Rieger
Show author detailsRolesAuthorJaviera Riffo
Carsten Jentsch
Christian H. Weiß
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