Observation-driven models for Poisson counts
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- Nonlinear Poisson autoregression
- Periodogram regression: a two-stage mixed effects approach for modelling multiple integer-valued time series of tropical cyclone frequency
- Variable selection in sparse multivariate GLARMA models: application to germination control by environment
- Self-excited threshold Poisson autoregression
- Stationarity of generalized autoregressive moving average models
- Conditional parametric bootstrap in GLARMA models
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- Bayesian log-linear beta-negative binomial integer-valued GARCH model
- Time series of count data: a review, empirical comparisons and data analysis
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- Generalized autoregressive moving average models with GARCH errors
- Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model
- Time series of count data: Modeling, estimation and diagnostics
- Missing observations in observation-driven time series models
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- Dirichlet ARMA models for compositional time series
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
- Mixing properties of non-stationary multi-variate count processes
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- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
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- Approximate Bayesian estimation for multivariate count time series models
- Robust estimate for count time series using GLARMA models: an application to environmental and epidemiological data
- A Bernoulli autoregressive moving average model applied to rainfall occurrence
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- Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy
- Conditional heteroscedasticity test for Poisson autoregressive model
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- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- Time-varying auto-regressive models for count time-series
- Testing for presence of a latent process in count series
- Variable selection in sparse GLARMA models
- Count Time Series: A Methodological Review
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models
- Integer-Valued GARCH Process
- Log-linear Poisson autoregression
- Score-driven dynamic patent count panel data models
- State-space models for count time series with excess zeros
- Comments on: Some recent theory for autoregressive count time series
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- Testing Linearity for Network Autoregressive Models
- Zero-modified count time series modeling with an application to influenza cases
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- Autoregressive and moving average models for zero‐inflated count time series
- A regional Poisson model
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- On weak dependence conditions for Poisson autoregressions
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- Poisson point process models solve the ``pseudo-absence problem for presence-only data in ecology
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- A perturbation analysis of Markov chains models with time-varying parameters
- Some recent theory for autoregressive count time series
- The ARMA alphabet soup: a tour of ARMA model variants
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- A simple integer-valued bilinear time series model
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- An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Dynamic model averaging adapted to dynamic regression models for time series of counts
- Observation-driven exponential smoothing
- A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products
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