Negative binomial quasi-likelihood inference for general integer-valued time series models (Q4606962)
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scientific article; zbMATH DE number 6848864
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| English | Negative binomial quasi-likelihood inference for general integer-valued time series models |
scientific article; zbMATH DE number 6848864 |
Statements
Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models (English)
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9 March 2018
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integer-valued time series models
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integer-valued GARCH
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integer-valued AR
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geometric QMLE
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profile negative binomial QMLE
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two-stage negative binomial QMLE
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Poisson QMLE
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consistency and asymptotic normality
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0.8651993274688721
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0.8431451916694641
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0.8322193622589111
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0.8303597569465637
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0.8265655636787415
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