Poisson QMLE of Count Time Series Models (Q2802909): Difference between revisions
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Revision as of 18:01, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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