Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647)
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scientific article
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English | Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator |
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Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (English)
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28 April 2014
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time series of counts
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observation-driven models
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stationarity
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