Pages that link to "Item:Q2447647"
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The following pages link to Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647):
Displayed 13 items.
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (Q5176484) (← links)