Observation-driven models for discrete-valued time series

DOI10.1214/22-EJS1989zbMath1493.62546OpenAlexW4214847961MaRDI QIDQ2136647

Mirko Armillotta, Monia Lupparelli, Alessandra Luati

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/Observation-driven-models-for-discrete-valued-time-series/10.1214/22-EJS1989.full

zbMATH Keywords

count datalikelihood inferencegeneralized ARMA modelslink-function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Related Items (1)

Testing Linearity for Network Autoregressive Models

Uses Software

• glarma
• tscount

Cites Work

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