Correction to ``On weak dependence conditions for Poisson autoregressions

DOI10.1016/j.spl.2013.04.013zbMath1412.62100OpenAlexW1975024547MaRDI QIDQ383867

Paul Doukhan, Konstantinos Fokianos, Dag Tjøstheim

Publication date: 6 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.04.013

zbMATH Keywords

predictionstationaritylimit theoremsautocorrelationgeneralized linear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Generalized linear models (logistic models) (62J12)

Related Items (12)

Piecewise autoregression for general integer-valued time series ⋮ Test for Conditional Variance of Integer-Valued Time Series ⋮ Recent progress in parameter change test for integer-valued time series models ⋮ Softplus INGARCH Model ⋮ Consistency of a nonparametric least squares estimator in integer-valued GARCH models ⋮ QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS ⋮ Asymptotic normality and parameter change test for bivariate Poisson INGARCH models ⋮ Conditional maximum likelihood estimation for a class of observation-driven time series models for count data ⋮ COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS ⋮ Mixtures of Nonlinear Poisson Autoregressions ⋮ CUSUM test for general nonlinear integer-valued GARCH models: comparison study ⋮ Inference for nonstationary time series of counts with application to change-point problems

Cites Work

• On weak dependence conditions for Poisson autoregressions
• Absolute regularity and ergodicity of Poisson count processes
• Weakly dependent chains with infinite memory
• Nonlinear Poisson autoregression

This page was built for publication: Correction to ``On weak dependence conditions for Poisson autoregressions