Browsing 002 Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences by Subject "Quasi maximum likelihood"
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Article
Estimation and testing linearity for non-linear mixed poisson autoregressions
(2015)Non-linear mixed Poisson autoregressive models are studied for the analysis of count time series. Given a correct mean specification of the model, we discuss quasi maximum likelihood estimation based on Poisson log-likelihood ...