Rejoinder on: Some recent theory for autoregressive count time series

DOI10.1007/s11749-012-0305-3zbMath1362.62175OpenAlexW2052404869MaRDI QIDQ1936530

Dag Tjøstheim

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-012-0305-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

Robust closed-form estimators for the integer-valued GARCH(1,1) model ⋮ Local influence analysis for Poisson autoregression with an application to stock transaction data ⋮ On binary and categorical time series models with feedback ⋮ On categorical time series models with covariates ⋮ Empirical likelihood for linear and log-linear INGARCH models ⋮ Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts

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• Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
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