Self-Excited Threshold Poisson Autoregression (Q4975415): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
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+Observation-driven models for Poisson counts
@@ Property / cites work: Observation-driven models for Poisson counts / rank @@
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+Iterated Random Functions
@@ Property / cites work: Iterated Random Functions / rank @@
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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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+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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+Nonlinear Poisson autoregression
@@ Property / cites work: Nonlinear Poisson autoregression / rank @@
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Absolute regularity and ergodicity of Poisson count processes
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+Q3999154
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+Stationarity of generalized autoregressive moving average models
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+Limit theorems for iterated random functions
@@ Property / cites work: Limit theorems for iterated random functions / rank @@
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+Hidden Markov Models for Time Series
@@ Property / cites work: Hidden Markov Models for Time Series / rank @@
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