A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730)
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scientific article; zbMATH DE number 7659596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION |
scientific article; zbMATH DE number 7659596 |
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A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (English)
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6 March 2023
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quasi-Poisson autoregression
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mixed Poisson autoregression
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negative binomial 1 INGARCH
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ergodicity
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Poisson quasi-maximum likelihood estimate
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