Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
type: Dataset
contact point: Organization
  fn: CCSD
keyword: stationarity
keyword: journal-articles
keyword: maximum-likelihood
keyword: infoeu-reposemanticsarticle
keyword: infoinfo-tscomputer-science-cssignal-and-image-processing
keyword: observation-driven-models
keyword: consistency
keyword: ergodicity
keyword: time-series-of-counts
landing page: 0304-4149
description: International audience
issued: 2026-05-10T18:06:58.000180
language: en
modified: 2026-05-10T18:06:58.000186

test_moissonnage_selune
type: Agent

Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
type: Distribution
access URL: https://hal.science/hal-00833432
format: HTML
issued: 2026-05-10T18:06:58.011856
modified: 2026-05-10T18:06:57.990233