Theory and inference for a class of nonlinear models with application to time series of counts
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Publication:2828623
DOI10.5705/ss.2014.145tzbMath1356.62137arXiv1204.3915OpenAlexW2324880399MaRDI QIDQ2828623
Publication date: 26 October 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3915
ergodicitytime series of countsabsolute regularityiterated random functionsone-parameter exponential familygeometric moment contraction
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
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