Estimation and testing for a Poisson autoregressive model

Metrika

Volumn 73, Issue 2, 2011, Pages 211-230

  Zhu, Fukang ^a   Wang, Dehui ^a  

^a JILIN UNIVERSITY   (China)

Author keywords

Asymptotics; Ergodicity; Maximum likelihood estimator; Poisson autoregressive model; Test; Weighted least squares estimator

Indexed keywords

EID: 78751644021     PISSN: 00261335     EISSN: 1435926X     Source Type: Journal    
DOI: 10.1007/s00184-009-0274-z     Document Type: Article

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