Estimation for unequally spaced time ser
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Yasuhiro Omori
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Article
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2003
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Elsevier Science
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English
β 260 KB
A generalized model for time series count data with serially correlated random e ects is introduced to establish robust inference procedures. Observations are taken at possibly unequally spaced time intervals and random e ects are assumed to have a stationary ergodic continuous time ΓΏrst-order autor