The dimension-wise quadrature estimation of dynamic latent variable models for count data

DOI10.1016/j.csda.2022.107585OpenAlexW4289550545MaRDI QIDQ2084070

Silvia Cagnone, Silvia Bianconcini

Publication date: 17 October 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107585

zbMATH Keywords

count datapairwise likelihoodapproximate likelihood inferencelatent autoregressive models

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R

Cites Work

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