Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models
type: Item
instance of: scholarly article
title: Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models
zbMATH Open document ID: 1356.62130
author: Abdelhakim Aknouche
author: Sara Bendjeddou
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2017-01-10T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6673231
zbMATH Keywords: geometric quasi-maximum-likelihood estimate
zbMATH Keywords: integer-valued time series models
MaRDI profile type: Publication
full work available at URL: j.crma.2016.11.006
OpenAlex ID: W2560226441
cites work: Poisson QMLE of count time series models
cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
cites work: QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
cites work: Integer-Valued GARCH Process
cites work: Pseudo Maximum Likelihood Methods: Theory
cites work: Q4044015
cites work: Maximum Likelihood Estimation of Misspecified Models
cites work: A negative binomial integer-valued GARCH model
DOI: 10.1016/J.CRMA.2016.11.006
description: scientific article; zbMATH DE number 6673231