Modelling Non-Stationary Multivariate Time Series of Counts via Common Factors (Q4962089)
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scientific article; zbMATH DE number 6967956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Non-Stationary Multivariate Time Series of Counts via Common Factors |
scientific article; zbMATH DE number 6967956 |
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Modelling Non-Stationary Multivariate Time Series of Counts via Common Factors (English)
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30 October 2018
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count time series
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eigendecomposition
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factor model
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generalized auto-regressive conditional heteroscedasticity
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generalized linear models
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pseudolikelihood
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