Comments on pairwise likelihood in time series models

Statistica Sinica

Volumn 21, Issue 1, 2011, Pages 255-277

  Davis, Richard A ^a   Yau, Chun Yip ^b  

^a Columbia University ^*  (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

ARFIMA model; Composite likelihood; Linear time series; Pairwise likelihood; Poisson autoregressive model

Indexed keywords

EID: 78650400951     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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