Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153)
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scientific article; zbMATH DE number 6756506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional heteroscedasticity test for Poisson autoregressive model |
scientific article; zbMATH DE number 6756506 |
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Conditional heteroscedasticity test for Poisson autoregressive model (English)
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3 August 2017
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conditional heteroscedasticity
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empirical likelihood
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estimating equation
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integer-valued time series
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Poisson autoregressive model
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