On Parameter Estimation for Exponential Dispersion Arma Models

DOI10.1111/J.1467-9892.2005.00446.XzbMath1097.62090OpenAlexW3123963732MaRDI QIDQ5487366

Dingan Feng, Peter X.-K. Song

Publication date: 19 September 2006

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00446.x

zbMATH Keywords

projectionthinning operatorJørgensen-Song ARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

Cites Work

• Time series: theory and methods
• A state space model for multivariate longitudinal count data
• Stationary Time Series Models with Exponential Dispersion Model Margins
• Generalized Autoregressive Moving Average Models
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