Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551)

From MaRDI portal
Revision as of 18:07, 26 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
scientific article

    Statements

    Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    25 April 2018
    0 references
    consistency
    0 references
    invertibility
    0 references
    maximum likelihood estimation
    0 references
    observation-driven models
    0 references
    stochastic recurrence equations
    0 references

    Identifiers