A geometric time series model with dependent Bernoulli counting series
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Publication:2864625
DOI10.1111/jtsa.12023zbMath1275.62068OpenAlexW1483216440MaRDI QIDQ2864625
Ana V. Miletić Ilić, Aleksandar S. Nastić, Miroslav M. Ristić
Publication date: 26 November 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12023
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Point estimation (62F10)
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