6 citations · 6 across the 2 of their papers we have counts for
2 papers
stat.ME2023
Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
Mirko Armillotta
A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions.…
stat.ME2023★ 6 cited
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Mirko Armillotta, Paolo Gorgi
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The pro…