Feasible parameter regions for alternative discrete state space models
Autor: | Gael M. Martin, Paul D. Feigin, Phillip Gould, Ralph D. Snyder |
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Rok vydání: | 2008 |
Předmět: | |
Zdroj: | Monash University |
ISSN: | 0167-7152 |
Popis: | This paper provides a comparison of a parameter-driven and an observation-driven discrete state space model. The two models are shown to have non-overlapping feasible regions for dispersion and first-order autocorrelation, with the region for the parameter-driven model being much larger than that of the observation-driven model, as well as providing a much better representation of the empirical moments of observed count series. |
Databáze: | OpenAIRE |
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