On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240): Difference between revisions

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-.1016/j.spl.2017.10.014
@@ Property / DOI: 10.1016/j.spl.2017.10.014 / rank @@
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@@ Property / cites work @@
+Poisson QMLE of Count Time Series Models
@@ Property / cites work: Poisson QMLE of Count Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models
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+Periodic integer-valued GARCH(1, 1) model
@@ Property / cites work: Periodic integer-valued GARCH(1, 1) model / rank @@
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+QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
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+Estimation and testing linearity for non-linear mixed Poisson autoregressions
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+Theory and inference for a class of nonlinear models with application to time series of counts
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+Coupling for \(\tau\)-dependent sequences and applications
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+Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
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+On weak dependence conditions for Poisson autoregressions
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+Weakly dependent chains with infinite memory
@@ Property / cites work: Weakly dependent chains with infinite memory / rank @@
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+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
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+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
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+Log-linear Poisson autoregression
@@ Property / cites work: Log-linear Poisson autoregression / rank @@
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+Theory &amp; Methods: Non‐Gaussian Conditional Linear AR(1) Models
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+A Generalized Negative Binomial Distribution
@@ Property / cites work: A Generalized Negative Binomial Distribution / rank @@
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+Absolute regularity and ergodicity of Poisson count processes
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+Self-Excited Threshold Poisson Autoregression
@@ Property / cites work: Self-Excited Threshold Poisson Autoregression / rank @@
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+A negative binomial integer-valued GARCH model
@@ Property / cites work: A negative binomial integer-valued GARCH model / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2017.10.014
@@ Property / DOI: 10.1016/J.SPL.2017.10.014 / rank @@
+Normal rank