Log-linear Poisson autoregression
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Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites work
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- scientific article; zbMATH DE number 3734998 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
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Cited in
(81)- Count network autoregression
- Piecewise autoregression for general integer-valued time series
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- Stationary count time series models
- A goodness-of-fit test for Poisson count processes
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- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
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- On binary and categorical time series models with feedback
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- Stationarity of generalized autoregressive moving average models
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- A dynamic count process
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- Rejoinder on: Subsampling weakly dependent time series and application to extremes
- Absolute regularity of semi-contractive GARCH-type processes
- Softplus INGARCH Model
- Modeling Covid-19 contagion dynamics: time-series analysis across different countries and subperiods
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- Discussion on “Text Selection”
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- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
- Grouped network Poisson autoregressive model
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