On the quasi-likelihood estimation for random coefficient autoregressions

DOI10.1080/02331888.2010.541557zbMath1316.62131OpenAlexW1963626436MaRDI QIDQ3143485

Lionel Truquet, Jian-feng Yao

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/159911

zbMATH Keywords

quasi-likelihood estimationinteger-valued time seriesrandom coefficient autoregressions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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