Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767)
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scientific article; zbMATH DE number 7380426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach |
scientific article; zbMATH DE number 7380426 |
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Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (English)
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10 August 2021
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integer-valued time series
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penalized maximum quasi-likelihood
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oracle properties
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nonparametric estimation
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