spINAR: An R Package for Semiparametric and Parametric Estimation and Bootstrapping of Integer-Valued Autoregressive (INAR) Models

R Submitted 10 February 2023Published 08 May 2024
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Authors

Maxime Faymonville, Javiera Riffo, Jonas Rieger, Carsten Jentsch

Citation

Faymonville et al., (2024). spINAR: An R Package for Semiparametric and Parametric Estimation and Bootstrapping of Integer-Valued Autoregressive (INAR) Models. Journal of Open Source Software, 9(97), 5386, https://doi.org/10.21105/joss.05386

@article{Faymonville2024, doi = {10.21105/joss.05386}, url = {https://doi.org/10.21105/joss.05386}, year = {2024}, publisher = {The Open Journal}, volume = {9}, number = {97}, pages = {5386}, author = {Maxime Faymonville and Javiera Riffo and Jonas Rieger and Carsten Jentsch}, title = {spINAR: An R Package for Semiparametric and Parametric Estimation and Bootstrapping of Integer-Valued Autoregressive (INAR) Models}, journal = {Journal of Open Source Software} }
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count data time series simulation semiparametric estimation parametric estimation penalization validation bootstrapping

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ISSN 2475-9066