Maximum likelihood estimation of higher-order integer-valued autoregressive processes
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Publication:3552860
DOI10.1111/j.1467-9892.2008.00590.xzbMath1198.62090MaRDI QIDQ3552860
Ruijun Bu, Kaddour Hadri, B. P. M. McCabe
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00590.x
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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