Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process / rank
 
Normal rank
Property / cites work
 
Property / cites work: GENERALIZED INTEGER-VALUED AUTOREGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of higher-order integer-valued autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5317342 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003038 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for generalized random coefficient autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: On conditional least squares estimation for stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Multivariate Ginar(<i>p</i>) Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A combined geometric \(INAR(p)\) model based on negative binomial thinning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete analogues of self-decomposability and stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: The combined \(\mathrm{INAR}(p)\) models for time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order observation-driven integer-valued autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for pth-order random coefficient integer-valued autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order random coefficient integer-valued autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Parameters in the NLAR(p) Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning / rank
 
Normal rank

Latest revision as of 02:15, 29 July 2024

scientific article; zbMATH DE number 7532251
Language Label Description Also known as
English
Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model
scientific article; zbMATH DE number 7532251

    Statements

    Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (English)
    0 references
    25 May 2022
    0 references
    conditional least squares
    0 references
    conditional maximum likelihood
    0 references
    DDRCINAR(p) model
    0 references
    asymptotic distribution
    0 references
    0 references
    0 references

    Identifiers