Asymptotic properties of CLS estimators in the Poisson AR(1) model
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Publication:2483882
DOI10.1016/j.spl.2005.03.006zbMath1065.62032MaRDI QIDQ2483882
B. P. M. McCabe, R. Keith Freeland
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.006
Maximum likelihood; Poisson autoregression; Birth and death process; Asymptotic variance; Conditional least squares; Yule-Walker; Queuing process
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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