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- W2438399938 abstract "We establish the strong consistency and asymptotic normality of the conditional maximum likelihood estimator (CMLE) for INGARCH(p,q) models. Moreover, we develop an efficient algorithm to compute the estimated information matrix of the CMLE so that statistical inferences are readily to be conducted." @default.
- W2438399938 created "2016-06-24" @default.
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- W2438399938 date "2016-11-01" @default.
- W2438399938 modified "2023-09-29" @default.
- W2438399938 title "On conditional maximum likelihood estimation for INGARCH<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si17.gif display=inline overflow=scroll><mml:mrow><mml:mo>(</mml:mo><mml:mi>p</mml:mi><mml:mo>,</mml:mo><mml:mi>q</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math> models" @default.
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- W2438399938 doi "https://doi.org/10.1016/j.spl.2016.05.023" @default.
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