Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (Q5367436)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6790921
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation |
scientific article; zbMATH DE number 6790921 |
Statements
Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (English)
0 references
13 October 2017
0 references
INAR(\(p\)) model
0 references
maximum likelihood estimation
0 references
negative binomial distribution
0 references
Poisson distribution
0 references
saddlepoint approximation
0 references
time series
0 references
0.91257966
0 references
0.9034757
0 references
0.89924526
0 references
0.8963145
0 references
0.88795054
0 references
0.8752511
0 references
0.87515485
0 references
0.8730624
0 references
0.8728065
0 references
