On Parameter Estimation for Exponential Dispersion Arma Models

DOI10.1111/J.1467-9892.2005.00446.XzbMATH Open1097.62090OpenAlexW3123963732MaRDI QIDQ5487366FDOQ5487366

Dingan Feng, Peter X.-K. Song

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)

Cites Work

• Title not available (Why is that?)
• Time series: theory and methods
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• Generalized Autoregressive Moving Average Models
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• A state space model for multivariate longitudinal count data
• Stationary Time Series Models with Exponential Dispersion Model Margins

Cited In (1)

• Test and Analysis for Comovement-Locomotive Hypothesis

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