3 papers
stat.ME2025
Predictive inference for discrete-valued time series
Maxime Faymonville, Carsten Jentsch, Efstathios Paparoditis
For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the ca…
stat.ME2024
Semi-parametric goodness-of-fit testing for INAR models
Maxime Faymonville, Carsten Jentsch, Christian H. Weiß
Among the various models designed for dependent count data, integer-valued autoregressive (INAR) processes enjoy great popularity. Typically, statistical inference for INAR models…
stat.CO2024
spINAR: An R Package for Semiparametric and Parametric Estimation and Bootstrapping of Integer-Valued Autoregressive (INAR) Models
Maxime Faymonville, Javiera Riffo, Jonas Rieger +1
Although the statistical literature extensively covers continuous-valued time series processes and their parametric, non-parametric and semiparametric estimation, the literature on…