Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977)
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scientific article; zbMATH DE number 6497404
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| English | Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models |
scientific article; zbMATH DE number 6497404 |
Statements
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (English)
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22 October 2015
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consistency
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ergodicity
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maximum likelihood
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observation-driven models
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time series of counts
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0.867786705493927
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0.84152752161026
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0.8366060256958008
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0.8165110349655151
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