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- scientific article; zbMATH DE number 48093 (Why is no real title available?)
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- Absolute regularity and ergodicity of Poisson count processes
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
- Estimation and inference for exponential smooth transition nonlinear volatility models
- GARCH processes: structure and estimation
- Log-linear Poisson autoregression
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- Markov chains and stochastic stability
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
- Modelling Nonlinear Economic Time Series
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- Observation-driven models for Poisson counts
- On the law of large numbers for (geometrically) ergodic Markov chains
- On weak dependence conditions for Poisson autoregressions
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- Poisson autoregression
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Cited in
(48)- Piecewise autoregression for general integer-valued time series
- A goodness-of-fit test for Poisson count processes
- Poisson autoregression
- Quasi-likelihood inference for negative binomial time series models
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- On binary and categorical time series models with feedback
- Self-excited threshold Poisson autoregression
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Absolute regularity and ergodicity of Poisson count processes
- A note on the stability of multivariate non-linear time series with an application to time series of counts
- Learning CHARME models with neural networks
- Self-exciting jump processes with applications to energy markets
- Recent progress in parameter change test for integer-valued time series models
- A dynamic count process
- Mixing properties of integer-valued GARCH processes
- Poisson QMLE of count time series models
- Theory and inference for a class of nonlinear models with application to time series of counts
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- A generalized mixture integer-valued GARCH model
- Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations
- Bootstrap for integer‐valued GARCH(p, q) processes
- Rejoinder on: Some recent theory for autoregressive count time series
- Dynamic binomials with an application to gender bias analysis
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- Variable selection in sparse GLARMA models
- Count Time Series: A Methodological Review
- Log-linear Poisson autoregression
- Comments on: Some recent theory for autoregressive count time series
- Testing Linearity for Network Autoregressive Models
- Inference and testing for structural change in general Poisson autoregressive models
- On weak dependence conditions for Poisson autoregressions
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- Mixtures of nonlinear Poisson autoregressions
- Thinning-based models in the analysis of integer-valued time series: a review
- Bivariate binomial autoregressive models
- Tests for time series of counts based on the probability-generating function
- Hawkes and INAR(\(\infty\)) processes
- Some recent theory for autoregressive count time series
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling
- Parameter Change Test for Poisson Autoregressive Models
- Inference for nonstationary time series of counts with application to change-point problems
- Correction to ``On weak dependence conditions for Poisson autoregressions
- The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Grouped network Poisson autoregressive model
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