Consistency of quasi-maximum likelihood estimators in INGARCH models
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Publication:3170900
zbMATH Open1233.62161MaRDI QIDQ3170900FDOQ3170900
Authors: Baoguo Pan, Yiqin Lin 
Publication date: 29 September 2011
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Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Title not available (Why is that?)
- 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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