Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:19, 1 February 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
