Browsing by Subject "Maximum likelihood estimator"
Now showing items 1-2 of 2
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Article
Nonlinear Poisson autoregression
(2012)We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses ...
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Conference Object
On semi-markov modelling and inference for multi-state systems
(Institute of Electrical and Electronics Engineers Inc., 2016)In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general ...