Pages that link to "Item:Q2362685"
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The following pages link to Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (Q2362685):
Displayed 9 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)