Convolution-closed models for count time series with applications

DOI10.1111/j.1467-9892.2010.00697.xzbMath1290.62078OpenAlexW1552769223MaRDI QIDQ4979107

A. R. Tremayne, Robert C. Jung

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00697.x

zbMATH Keywords

maximum likelihood estimationcount dataserial dependencehigher-order modelsgeneralized Poissonparametric resampling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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