Poisson count time series

DOI10.1111/JTSA.12799MaRDI QIDQ6854965zbMATH OpenFDO

Authors Jiajie Kong, Robert Lund

Publication date 23 February 2026

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1111/JTSA.12799

zbMATH Keywords

copulascount time seriesinteger autoregressionPoisson distributionsuperpositionthinning

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Multiple changepoint detection for non-Gaussian time series

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