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
10 August 2021
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
0 references