Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
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Publication:329062
DOI10.1007/s11203-015-9131-zzbMath1349.62409OpenAlexW2275965530MaRDI QIDQ329062
Stella Kitromilidou, Konstantinos Fokianos
Publication date: 21 October 2016
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-015-9131-z
interventionsestimating equationsrobust estimationautocorrelationgeneralized linear modelsinteger valued time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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