Maximum likelihood estimation for an observation driven model for Poisson counts
type: Item
instance of: scholarly article
title: Maximum likelihood estimation for an observation driven model for Poisson counts
zbMATH Open document ID: 1078.62091
author: Richard A. Davis
author: William T. M. Dunsmuir
author: Sarah B. Streett
published in: Methodology and Computing in Applied Probability
publication date: 2006-01-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5002462
zbMATH Keywords: observation-driven model
zbMATH Keywords: Poisson valued time series
zbMATH Keywords: GLARMA models
MaRDI profile type: Publication
full work available at URL: s11009-005-1480-4
OpenAlex ID: W2075928553
cites work: M-estimation for autoregression with infinite variance
cites work: Q5317342
cites work: Observation-driven models for Poisson counts
cites work: Q3911791
DOI: 10.1007/S11009-005-1480-4
description: scientific article; zbMATH DE number 5002462