Feasible parameter regions for alternative discrete state space models

DOI10.1016/j.spl.2008.05.021zbMath1317.62070OpenAlexW2028283813MaRDI QIDQ956374

Gael M. Martin, Ralph D. Snyder, Paul D. Feigin, Phillip G. Gould

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.021

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Useful models for time series of counts or simply wrong ones? ⋮ Parameter-driven state-space model for integer-valued time series with application

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