Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153): Difference between revisions
From MaRDI portal
Latest revision as of 05:01, 14 July 2024
scientific article; zbMATH DE number 6756506
Language | Label | Description | Also known as |
---|---|---|---|
English | Conditional heteroscedasticity test for Poisson autoregressive model |
scientific article; zbMATH DE number 6756506 |
Statements
Conditional heteroscedasticity test for Poisson autoregressive model (English)
0 references
3 August 2017
0 references
conditional heteroscedasticity
0 references
empirical likelihood
0 references
estimating equation
0 references
integer-valued time series
0 references
Poisson autoregressive model
0 references
0 references
0 references