Parameter estimation for a threshold Poisson log-linear autoregressive model (Q2990564)
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scientific article; zbMATH DE number 6613019
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| English | Parameter estimation for a threshold Poisson log-linear autoregressive model |
scientific article; zbMATH DE number 6613019 |
Statements
10 August 2016
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Poisson autoregression
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integer-valued GARCH model
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maximum likelihood estimation
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0.8228260278701782
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0.8145978450775146
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0.8082863688468933
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0.8072757124900818
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