QMLE of periodic integer-valued time series models

DOI10.1080/03610918.2020.1752380OpenAlexW3018052793MaRDI QIDQ5042099

Mohamed Bentarzi, Nawel Aries

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1752380

zbMATH Keywords

periodically correlated processPoisson quasi-maximum likelihood estimatorgeometric quasi-maximum likelihood estimatorperiodic integer-valued autoregressive moving average

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

On periodic integer-valued moving average (INMA (q)) models ⋮ Periodic negative binomial INGARCH(1, 1) model

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