Comparing methods of parameter estimation in INGARCH(1,1) model
In recent years, integer-valued time series models have gained considerable attention among researchers due to their practical significance. Among various parameter estimation techniques, Maximum Likelihood Estimation (MLE) is widely used. However, studies have highlighted limitations of MLE, partic...
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| Main Authors: | , |
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| Format: | Proceeding Paper |
| Language: | en |
| Published: |
Department of Computational & Theoretical Sciences, IIUM
2023
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/122795/13/122795_Comparing%20methods%20of%20parameter.pdf http://irep.iium.edu.my/122795/ https://online.fliphtml5.com/mcrop/ztoq/#p=2 |
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