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Improved estimation for Poisson INAR(1) models - MaRDI portal

Improved estimation for Poisson INAR(1) models (Q5220877)

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scientific article; zbMATH DE number 7183206
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Improved estimation for Poisson INAR(1) models
scientific article; zbMATH DE number 7183206

    Statements

    Improved estimation for Poisson INAR(1) models (English)
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    27 March 2020
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    bias correction
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    conditional least-squares estimator
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    conditional maximum likelihood estimator
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    Poisson INAR(1) process
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    squared difference estimator
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    Identifiers