Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Log-linear Poisson autoregression
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+Q3922034
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+Observation-driven models for Poisson counts
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+Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
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+The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
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+On weak dependence conditions for Poisson autoregressions
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+Poisson Autoregression
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+Maximum-likelihood estimation for hidden Markov models
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+Markov Chains and Stochastic Stability
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+On recursive estimation for time varying autoregressive processes
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+Absolute regularity and ergodicity of Poisson count processes
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+On the measurability and consistency of minimum contrast estimates
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+Stationarity of generalized autoregressive moving average models
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+A negative binomial integer-valued GARCH model
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