Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
scientific article

    Statements

    Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (English)
    0 references
    0 references
    0 references
    0 references
    28 April 2014
    0 references
    time series of counts
    0 references
    observation-driven models
    0 references
    stationarity
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references