Nonlinear Poisson autoregression (Q1925990): Difference between revisions

@@ Property / cites work @@
+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and inference for exponential smooth transition nonlinear volatility models
+Normal rank
@@ Property / cites work @@
+Q3922034
@@ Property / cites work: Q3922034 / rank @@
+Normal rank
@@ Property / cites work @@
+Observation-driven models for Poisson counts
@@ Property / cites work: Observation-driven models for Poisson counts / rank @@
+Normal rank
@@ Property / cites work @@
+On weak dependence conditions for Poisson autoregressions
+Normal rank
@@ Property / cites work @@
+Multivariate statistical modelling based on generalized linear models.
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Partial Likelihood Inference For Time Series Following Generalized Linear Models
+Normal rank
@@ Property / cites work @@
+Log-linear Poisson autoregression
@@ Property / cites work: Log-linear Poisson autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Specification testing in nonlinear and nonstationary time series autoregression
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
+Normal rank
@@ Property / cites work @@
+ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
+Normal rank
@@ Property / cites work @@
+Time series of count data: Modeling, estimation and diagnostics
+Normal rank
@@ Property / cites work @@
+Q3149660
@@ Property / cites work: Q3149660 / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Models Based on Generalized Linear Models: Some Further Results
+Normal rank
@@ Property / cites work @@
+Q4864761
@@ Property / cites work: Q4864761 / rank @@
+Normal rank
@@ Property / cites work @@
+ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Absolute regularity and ergodicity of Poisson count processes
+Normal rank
@@ Property / cites work @@
+Modelling Nonlinear Economic Time Series
@@ Property / cites work: Modelling Nonlinear Economic Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
+Normal rank