Pseudo-variance quasi-maximum likelihood estimation of semiparametric time series models
Year of publication: |
[2023]
|
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Authors: | Armillotta, Mirko ; Gorgi, Paolo |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | Double-bounded time series | integer-valued autoregressions | quasi-maximum likelihood | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2023, 054 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/282867 [Handle] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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