Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (Q5367436)
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scientific article; zbMATH DE number 6790921
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation |
scientific article; zbMATH DE number 6790921 |
Statements
Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (English)
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13 October 2017
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INAR(\(p\)) model
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maximum likelihood estimation
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negative binomial distribution
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Poisson distribution
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saddlepoint approximation
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time series
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