On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2016.05.023 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2016.05.023 / rank | |||
Normal rank | |||
Latest revision as of 14:04, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On conditional maximum likelihood estimation for INGARCH\((p,q)\) models |
scientific article |
Statements
On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (English)
0 references
13 September 2016
0 references
count time series
0 references
estimation
0 references
information matrix
0 references
INGARCH\((p,q)\) process
0 references
0 references
