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On conditional maximum likelihood estimation for INGARCH(p,q) models

Published:2016-11 Issue: Volume:118 Page:1-7
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Cui Yunwei,Wu Rongning

Funder

Professional Staff Congress

City University of New York

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Poisson qmle of count time series models;Ahmad;J. Time Series Anal.,2016

2. How may tropical cyclones change in a warmer climate?;Bengtsson;Tellus,2007

3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

4. Universal residuals: a multivariate transformation;Brockwell;Statist. Probab. Lett.,2007

5. Statistical analysis of time series: some recent developments;Cox;Scand. J. Statist.,1981

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1. Robust Estimation for Poisson Integer-Valued GARCH Models Using a New Hybrid Loss;Journal of Systems Science and Complexity;2021-01-12

2. Softplus INGARCH Model;Statistica Sinica;2021

3. Estimation of change‐point for a class of count time series models;Scandinavian Journal of Statistics;2020-10-09

4. Network traffic prediction based on INGARCH model;Wireless Networks;2020-07-22

5. Modeling and Forecasting of Timescale Network Traffic Dynamics in M2M Communications;2019 IEEE 39th International Conference on Distributed Computing Systems (ICDCS);2019-07

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