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Latest revision as of 21:37, 11 July 2024

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Poisson QMLE of Count Time Series Models
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    Poisson QMLE of Count Time Series Models (English)
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    3 May 2016
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    boundary of the parameter space
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    consistency and asymptotic normality
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    integer-valued AR and GARCH models
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    non-normal asymptotic distribution
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    Poisson quasi-maximum likelihood estimator
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    time series of counts
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