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Necessary and sufficient conditions for the identifiability of observation‐driven models - MaRDI portal

Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691)

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scientific article; zbMATH DE number 7364926
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English
Necessary and sufficient conditions for the identifiability of observation‐driven models
scientific article; zbMATH DE number 7364926

    Statements

    title
    Necessary and sufficient conditions for the identifiability of observation‐driven models (English)
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    author
    Randal Douc
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    Tepmony Sim
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    François Roueff
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    publication date
    30 June 2021
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    zbMATH Keywords
    identifiability
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    observation-driven models
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    time series of counts
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    cites work
    Q3922034
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    Q5317342
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    Q2885002
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    Q4754499
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    Identifiers

    DOI
    10.1111/jtsa.12559
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    Mathematics Subject Classification ID
    62M10
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    60J05
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    62F12
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    62M05
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    zbMATH DE Number
    7364926
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    OpenAlex ID
    W3090387268
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    arXiv ID
    1904.02893
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