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Ramon van den Akker

Date of Ph.D. defense:7 November 2007
Title of thesis:Integer-Valued Time Series
ISBN:978 90 5668 198 2
Promotor:Prof.dr. Bas.J.M. Werker
Copromotor:Dr. Feike C. Drost

Abstract:
This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.

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