Time series of count data: Modeling, estimation and diagnostics

DOI10.1016/j.csda.2006.08.001zbMath1157.62492OpenAlexW2086290220MaRDI QIDQ1010577

Roman Liesenfeld, Martin Kukuk, Robert C. Jung

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.001

zbMATH Keywords

Markov chain Monte Carloefficient importance samplingordered probitobservation-driven modelparameter-driven model

Mathematics Subject Classification ID

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