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spINAR

(Semi)Parametric Estimation and Bootstrapping of INAR Models

v0.2.0 · Apr 8, 2024 · GPL (>= 3)

Description

Semiparametric and parametric estimation of INAR models including a finite sample refinement (Faymonville et al. (2022) <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 (Jentsch, C. and Weiß, C.H. (2017) <doi:10.3150/18-BEJ1057>) and flexible simulation of INAR data.

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Version History

3 tracked
new 0.2.0 Mar 10, 2026
updated 0.2.0 ← 0.1.0 diff Apr 7, 2024
new 0.1.0 Mar 25, 2023