Poisson QMLE of Count Time Series Models (Q2802909)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Poisson QMLE of Count Time Series Models |
scientific article |
Statements
Poisson QMLE of Count Time Series Models (English)
0 references
3 May 2016
0 references
boundary of the parameter space
0 references
consistency and asymptotic normality
0 references
integer-valued AR and GARCH models
0 references
non-normal asymptotic distribution
0 references
Poisson quasi-maximum likelihood estimator
0 references
time series of counts
0 references
0 references
0 references
0 references
