Πλοήγηση ανά Θέμα "Kullback-Leibler divergence"
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Article
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models∗
(2017)We study a general class of quasi-maximum likelihood estimators for observation-driven time series models. Our main focus is on models related to the exponential family of distributions like Poisson based models for count ...