Title :

Poisson QMLE of Count Time Series Models

Author(s) :

Ahmad, Ali [Auteur]
Lille économie management - UMR 9221 [LEM]
Francq, Christian [Auteur]
Laboratoire de Finance Assurance [LFA]

Journal title :

Journal of Time Series Analysis

Pages :

291--314

Publisher :

Wiley-Blackwell

Publication date :

2015-11

ISSN :

0143-9782

English keyword(s) :

Boundary of the parameter space
consistency and asymptotic normality
integer-valued AR and GARCH models
non-normal asymptotic distribution
Poisson quasi-maximum likelihood estimator
time series of counts

HAL domain(s) :

Sciences de l'Homme et Société/Economies et finances

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Related reference(s) :

https://doi.org/10.1111%2Fjtsa.12167

Collections :

• Lille Économie Management (LEM) - UMR 9221

Source :

Harvested from HAL

Submission date :

2020-05-18T07:52:14Z