Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610926.2015.1085560 / rank
 
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Latest revision as of 05:01, 14 July 2024

scientific article; zbMATH DE number 6756506
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English
Conditional heteroscedasticity test for Poisson autoregressive model
scientific article; zbMATH DE number 6756506

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    Conditional heteroscedasticity test for Poisson autoregressive model (English)
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    3 August 2017
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    conditional heteroscedasticity
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    empirical likelihood
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    estimating equation
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    integer-valued time series
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    Poisson autoregressive model
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