Asymptotic properties of CLS estimators in the Poisson AR(1) model

Author:

Keith Freeland R.,McCabe Brendan

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference9 articles.

1. First-order integer-valued autoregressive (INAR(1)) process;Al-Osh;J. Time Ser. Anal.,1987

2. Estimation and Testing in Integer-Valued AR(1) Models;Brannas;Umea Economic Studies,1994

3. Quasi-likelihood and optimal estimation;Godambe;Internat. Statist. Rev.,1987

4. Quasi-Likelihood and its Application;Heyde,1997

5. Time series models with univariate margins in the convolution-closed infinitely divisible class;Joe;J. Appl. Probab.,1996

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