Pages that link to "Item:Q2447647"
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The following pages link to Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647):
Displayed 32 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Posterior consistency for partially observed Markov models (Q2289808) (← links)
- Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- Integer‐valued asymmetric garch modeling (Q5012864) (← links)
- Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (Q5176484) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Approximate Bayesian Computation for a Class of Time Series Models (Q6064614) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
- Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)