Poisson Autoregression (Q3069878)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Poisson Autoregression |
scientific article |
Statements
Poisson Autoregression (English)
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1 February 2011
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irreducibility
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asymptotic theory
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count data
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generalized linear model
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geometric ergodicity
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integer generalized autoregressive conditional heteroscedasticity
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likelihood
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noncanonical link function
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observation-driven model
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Poisson regression
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