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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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2019-01-01
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| Series: | Cogent Mathematics & Statistics |
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| Online Access: | http://dx.doi.org/10.1080/25742558.2019.1695437 |