Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551)
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scientific article; zbMATH DE number 6864484
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| English | Feasible invertibility conditions and maximum likelihood estimation for observation-driven models |
scientific article; zbMATH DE number 6864484 |
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Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (English)
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25 April 2018
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consistency
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invertibility
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maximum likelihood estimation
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observation-driven models
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stochastic recurrence equations
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0.8366060256958008
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0.8253840804100037
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0.7911050319671631
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0.772638201713562
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