Pages that link to "Item:Q812972"

The following pages link to Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972):

Displaying 17 items.

• On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
• On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Direct calculation of maximum likelihood estimator for the bivariate Poisson distribution (Q1058242) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Score-driven dynamic patent count panel data models (Q1668650) (← links)
• Estimating limits from Poisson counting data using Dempster-Shafer analysis (Q2270672) (← links)
• Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
• Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
• Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study (Q3471405) (← links)
• Variable selection in sparse GLARMA models (Q5095838) (← links)
• First‐order integer valued AR processes with zero inflated poisson innovations (Q5397968) (← links)
• Some recent progress in count time series (Q5402579) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970628) (← links)
• Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
• Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)
• Zero-modified count time series modeling with an application to influenza cases (Q6649312) (← links)