Time series of count data: Modeling, estimation and diagnostics
type: Item
instance of: scholarly article
title: Time series of count data: Modeling, estimation and diagnostics
zbMATH Open document ID: 1157.62492
author: Robert C. Jung
author: Martin Kukuk
author: Roman Liesenfeld
published in: Computational Statistics and Data Analysis
publication date: 2009-04-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5540563
zbMATH Keywords: efficient importance sampling
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: parameter-driven model
zbMATH Keywords: observation-driven model
zbMATH Keywords: ordered probit
MaRDI profile type: Publication
full work available at URL: j.csda.2006.08.001
OpenAlex ID: W2086290220
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DOI: 10.1016/J.CSDA.2006.08.001
description: scientific article; zbMATH DE number 5540563