Asymptotic properties of CLS estimators in the Poisson AR(1) model (Q2483882)
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scientific article; zbMATH DE number 2190389
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| English | Asymptotic properties of CLS estimators in the Poisson AR(1) model |
scientific article; zbMATH DE number 2190389 |
Statements
Asymptotic properties of CLS estimators in the Poisson AR(1) model (English)
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1 August 2005
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Asymptotic variance
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Birth and death process
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Conditional least squares
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Maximum likelihood
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Poisson autoregression
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Queuing process
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Yule-Walker
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0.799776017665863
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0.796124279499054
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0.7958353161811829
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0.7923305630683899
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0.7810413837432861
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