{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,5]],"date-time":"2026-10-05T23:38:23Z","timestamp":1791243503585,"version":"4.1.0"},"reference-count":38,"publisher":"Oxford University Press (OUP)","issue":"2","license":[{"start":{"date-parts":[[2008,10,22]],"date-time":"2008-10-22T00:00:00Z","timestamp":1224633600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2009,4,1]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>Integer-valued auto-regressive (INAR) processes have been introduced to model non-negative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of auto-regression coefficients and a probability distribution on the non-negative integers, called an immigration or innovation distribution. Traditionally, parametric models are considered where the innovation distribution is assumed to belong to a parametric family. The paper instead considers a more realistic semiparametric INAR(p) model where there are essentially no restrictions on the innovation distribution. We provide an (semiparametrically) efficient estimator of both the auto-regression parameters and the innovation distribution.<\/jats:p>","DOI":"10.1111\/j.1467-9868.2008.00687.x","type":"journal-article","created":{"date-parts":[[2009,4,6]],"date-time":"2009-04-06T15:01:56Z","timestamp":1239030116000},"page":"467-485","source":"Crossref","is-referenced-by-count":75,"title":["Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p<\/i>) Models"],"prefix":"10.1093","volume":"71","author":[{"given":"Feike C.","family":"Drost","sequence":"first","affiliation":[{"name":"Tilburg University , The Netherlands"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ramon","family":"Van Den Akker","sequence":"additional","affiliation":[{"name":"Tilburg University , The Netherlands"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Bas J. 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