Log-linear Poisson autoregression
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Publication:631623
DOI10.1016/j.jmva.2010.11.002zbMath1207.62165OpenAlexW1986486361MaRDI QIDQ631623
Konstantinos Fokianos, Dag Tjøstheim
Publication date: 14 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.11.002
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)
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