Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:24, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models |
scientific article |
Statements
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (English)
0 references
22 October 2015
0 references
consistency
0 references
ergodicity
0 references
maximum likelihood
0 references
observation-driven models
0 references
time series of counts
0 references
