Inference for INAR(p) processes with signed generalized power series thinning operator

By Haixiang Zhang, Dehui Wang, Fukang Zhu. 2010

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An estimation procedure for the Hawkes process (2015, methodology): “dierences between MLE-, YWand CLS-estimates in simulation studies (not illustrated). Inference on CLS-estimation in the univariate INAR(p) context has been discussed, e.g., in Li and Yuan (1991) and Zhang et al. (2010). In both papers, the reasoning is performed along the lines of Klimko and Nelson ”