A0420
Title: On the statistical inference for a class of observation-driven time series models for count data
Authors: Yunwei Cui - Towson University (United States) [presenting]
Qi Zheng - University of Louisville (United States)
Abstract: The purpose is to investigate the statistical inference for a class of observation-driven time series models of count data where the conditional distribution of the observed count given a state process is from the one-parameter exponential family. Under certain regularity conditions, the strong consistency and asymptotic normality of the maximum likelihood estimator are established.
