Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models

DOI10.1016/J.CRMA.2016.11.006zbMath1356.62130OpenAlexW2560226441MaRDI QIDQ501895

Sara Bendjeddou, Abdelhakim Aknouche

Publication date: 10 January 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2016.11.006

zbMATH Keywords

geometric quasi-maximum-likelihood estimateinteger-valued time series models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

QMLE of periodic integer-valued time series models ⋮ Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models ⋮ On periodic ergodicity of a general periodic mixed Poisson autoregression

Cites Work

• Unnamed Item
• Poisson QMLE of Count Time Series Models
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
• Integer-Valued GARCH Process
• Pseudo Maximum Likelihood Methods: Theory
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A negative binomial integer-valued GARCH model
• Maximum Likelihood Estimation of Misspecified Models

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