Mixtures of Nonlinear Poisson Autoregressions (Q4997690)

scientific article; zbMATH DE number 7364923

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English	Mixtures of Nonlinear Poisson Autoregressions	scientific article; zbMATH DE number 7364923

Statements

instance of

scholarly article

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title

Mixtures of Nonlinear Poisson Autoregressions (English)

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author

Paul Doukhan

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Konstantinos Fokianos

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Joseph Rynkiewicz

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published in

Journal of Time Series Analysis

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publication date

30 June 2021

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full work available at URL

https://eprints.lancs.ac.uk/id/eprint/129126/1/switchinginarchv1.pdf

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zbMATH Keywords

Bayesian information criterion

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ergodicity

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identifiability

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nonlinear time series

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penalized likelihood

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stationarity

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MaRDI profile type

MaRDI publication profile

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cites work

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Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models

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Nonlinear Poisson autoregression

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A Gaussian Mixture Autoregressive Model for Univariate Time Series

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Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models

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Identifiers

zbMATH Open document ID

1468.62334

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DOI

10.1111/jtsa.12558

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4997690