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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Asymptotic properties of CLS estimators in the Poisson AR(1) model
scientific article; zbMATH DE number 2190389

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    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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