Likelihood Estimation for the INAR( p ) Model by Saddlepoint Approximation
利用鞍点近似进行 INAR(p) 模型的似然估计
Xanthi Pedeli, Anthony C. Davison & Konstantinos FokianosXanthi Pedeli, Department of Statistics, Athens University of Economics & Business, 10434 Athens, Greece (E-mail: ). Anthony C. Davison, École Polytechnique Fédérale de Lausanne, EPFL-FSB-MATHAA-STAT, Station 8, 1015 Lausanne, Switzerland (E-mail: ). Konstantinos Fokianos, Department of Mathematics & Statistics, University of Cyprus, 1678 Nicosia, Cyprus (E-mail: ). X. Pedeli and K. Fokianos are supported by the…