Poisson QMLE of count time series models (Q2802909)
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scientific article; zbMATH DE number 6576620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Poisson QMLE of count time series models |
scientific article; zbMATH DE number 6576620 |
Statements
3 May 2016
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boundary of the parameter space
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consistency and asymptotic normality
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integer-valued AR and GARCH models
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non-normal asymptotic distribution
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Poisson quasi-maximum likelihood estimator
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time series of counts
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0.95062053
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0.9313156
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0.92044693
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0.9136715
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0.9077943
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0.9057042
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0.89252234
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Poisson QMLE of count time series models (English)
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