Nonlinear Poisson autoregression

DOI10.1007/s10463-012-0351-3zbMath1253.62058OpenAlexW1987019192MaRDI QIDQ1925990

Konstantinos Fokianos, Dag Tjøstheim

Publication date: 27 December 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0351-3

zbMATH Keywords

perturbationmaximum likelihood estimationgeometric ergodicitylink functionsmooth transition models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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Uses Software

• Fahrmeir

Cites Work

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