Comments on: Some recent theory for autoregressive count time series

DOI10.1007/s11749-012-0297-zzbMath1362.62167OpenAlexW2078476224MaRDI QIDQ5970628

Konstantinos Fokianos

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-012-0297-z

Mathematics Subject Classification ID

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

Related Items (3)

Some recent theory for autoregressive count time series ⋮ Mixing properties of non-stationary INGARCH(1, 1) processes ⋮ Comments on: Some recent theory for autoregressive count time series

Uses Software

• Fahrmeir

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On weak dependence conditions for Poisson autoregressions
• Absolute regularity and ergodicity of Poisson count processes
• Maximum likelihood estimation for an observation driven model for Poisson counts
• Prediction and classification of non-stationary categorical time series
• Generalized autoregressive conditional heteroscedasticity
• Nonlinear Poisson autoregression
• Observation-driven models for Poisson counts
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Multivariate statistical modelling based on generalized linear models.
• Comments on: Some recent theory for autoregressive count time series

This page was built for publication: Comments on: Some recent theory for autoregressive count time series