On Parameter Estimation for Exponential Dispersion Arma Models

DOI10.1111/J.1467-9892.2005.00446.XMaRDI QIDQ5487366zbMATH OpenOpenAlexFDO

Authors Peter X.-K. Song, Dingan Feng

Publication date 19 September 2006

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2005.00446.x

zbMATH Keywords

projectionthinning operatorJørgensen-Song ARMA

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• A state space model for multivariate longitudinal count data
• Generalized Autoregressive Moving Average Models
• Stationary Time Series Models with Exponential Dispersion Model Margins
• Time series: theory and methods

Cited in

(2)

• Test and Analysis for Comovement-Locomotive Hypothesis
• Parameter estimation and bootstrap confidence intervals of generalized discrete exponential family ARMA models

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