Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
scientific article

    Statements

    Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    10 August 2021
    0 references
    0 references
    integer-valued time series
    0 references
    penalized maximum quasi-likelihood
    0 references
    oracle properties
    0 references
    nonparametric estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references