Consistency of quasi-maximum likelihood estimators in INGARCH models

MaRDI QIDQ3170900zbMATH OpenFDO

Authors Baoguo Pan, Yiqin Lin

Publication date 29 September 2011

zbMATH Keywords

stationarity

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• scientific article; zbMATH DE number 5116176 (Why is no real title available?)
• Quasi-independence models with rational maximum likelihood estimator
• Consistency of Hill estimators in a linear preferential attachment model
• On conditional maximum likelihood estimation for INGARCH(p,q) models
• The rate of consistency of the quasi-maximum likelihood estimator.
• Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models

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