Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.csda.2022.107579 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.CSDA.2022.107579 / rank | |||
Normal rank |
Latest revision as of 00:23, 17 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling and inference for multivariate time series of counts based on the INGARCH scheme |
scientific article |
Statements
Modeling and inference for multivariate time series of counts based on the INGARCH scheme (English)
0 references
17 October 2022
0 references
multivariate time series of counts
0 references
MINGARCH model
0 references
QMLE
0 references
MDPDE
0 references
change point test
0 references
0 references
0 references
0 references
0 references
0 references