Found 17 Documents (Results 1–17)
Generalized autoregressive moving average models: an efficient estimation approach. (English) Zbl 07739569
MSC:
62-XX
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator. (English) Zbl 1472.62136
Coupling and perturbation techniques for categorical time series. (English) Zbl 1462.62555
Reviewer: Oscar Bustos (Córdoba)
Multivariate count autoregression. (English) Zbl 1456.62155
Reviewer: Oleksandr Kukush (Kyïv)
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. (English) Zbl 1349.62409
Double generalized threshold models with constraint on the dispersion by the mean. (English) Zbl 1507.62186
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. (English) Zbl 1323.62027
Estimation and testing linearity for non-linear mixed Poisson autoregressions. (English) Zbl 1327.62456
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. (English) Zbl 1285.62104
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