A log-linear model for non-stationary time series of counts

DOI10.3150/24-BEJ1747MaRDI QIDQ6632625

Michael H. Neumann, Anne Leucht

Publication date: 5 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

mixingnonstationary processlog-linear modelabsolute regularitycount process

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)

Cites Work

• Title not available (Why is that?)
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• Absolute regularity and ergodicity of Poisson count processes
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• MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• An Introduction to Discrete‐Valued Time Series
• MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
• Absolute regularity of semi-contractive GARCH-type processes
• The Dependent Wild Bootstrap
• Bootstrap for integer‐valued GARCH(p, q) processes

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