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Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

17 October 2012

Papers citing "Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator"

3 / 3 papers shown

Title
Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts Richard A. Davis Heng Liu AI4TS 63 64 0 17 Apr 2012
Absolute regularity and ergodicity of Poisson count processes Michael H. Neumann 45 167 0 05 Jan 2012
Weakly dependent chains with infinite memory P. Doukhan Olivier Wintenberger 104 133 0 19 Dec 2007