Inference and forecasting for continuous-time integer-valued trawl processes
Mikkel Bennedsen, Asger Lunde, Neil Shephard, Almut E.D. Veraart
| Year of publication: |
2023
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|---|---|
| Authors: | Bennedsen, Mikkel ; Lunde, Asger ; Shephard, Neil G. ; Veraart, Almut E. D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 236.2023, 2, p. 1-21
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| Subject: | Count data | Lévy basis | Pairwise likelihood | Estimation | Model selection | Forecasting | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105476 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014365470