Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977): Difference between revisions
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Revision as of 22:54, 19 March 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)
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22 October 2015
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consistency
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ergodicity
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maximum likelihood
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observation-driven models
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time series of counts
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