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spINAR: (Semi)Parametric Estimation and Bootstrapping of INAR Models
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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Package details |
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| Author | Maxime Faymonville [aut, cre] (<https://orcid.org/0000-0001-5565-0711>), Javiera Riffo [aut] (<https://orcid.org/0000-0002-5372-7196>), Jonas Rieger [aut] (<https://orcid.org/0000-0002-0007-4478>), Carsten Jentsch [aut] (<https://orcid.org/0000-0001-7824-1697>), Christian H. Weiß [ctb] (<https://orcid.org/0000-0001-8739-6631>) |
| Maintainer | Maxime Faymonville <faymonville@statistik.tu-dortmund.de> |
| License | GPL (>= 3) |
| Version | 0.2.0 |
| URL | https://github.com/MFaymon/spINAR |
| Package repository | View on CRAN |
| Installation |
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