HIGHLIGHTS
- who: Christian H. Weiß and collaborators from the Department of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany have published the research work: INARMA Modeling of Count Time Series, in the Journal: (JOURNAL)
- what: In the present Article, however, the authors show that a direct numerical maximization Stats 2019, 2, 284-320; of the log-likelihood function is tractable by considering the proposed efficient implementation of likelihood computation. The authors show that it is possible to efficiently implement ML estimation also for the INARMA(1,1) model. The authors compare the performance of the ML . . .
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