Order shrinkage and selection for the INGARCH(p,q) model (Q5164572)
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scientific article; zbMATH DE number 7425464
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| English | Order shrinkage and selection for the INGARCH(p,q) model |
scientific article; zbMATH DE number 7425464 |
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Order shrinkage and selection for the INGARCH(p,q) model (English)
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12 November 2021
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INGARCH\((p,q)\) model
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penalized conditional maximum likelihood
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oracle properties
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epidemiology
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0.86890364
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0.85115814
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0.8486066
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0.83967656
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0.83813566
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0.83813566
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0.8338251
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