Estimation and testing linearity for non-linear mixed Poisson autoregressions
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Publication:491400
DOI10.1214/15-EJS1044zbMath1327.62456OpenAlexW1604079432MaRDI QIDQ491400
Vasiliki Christou, Konstantinos Fokianos
Publication date: 25 August 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1435064563
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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