Observation-driven models for discrete-valued time series
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Cites work
- scientific article; zbMATH DE number 4084685 (Why is no real title available?)
- scientific article; zbMATH DE number 3734998 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 819207 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- A flexible regression model for count data
- Absolute regularity and ergodicity of Poisson count processes
- Akaike's information criterion in generalized estimating equations
- Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models
- Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations
- Count Time Series: A Methodological Review
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- General state space Markov chains and MCMC algorithms
- Generalized ARMA models with martingale difference errors
- Generalized Autoregressive Moving Average Models
- Integer-Valued GARCH Process
- Iterated Random Functions
- Log-linear Poisson autoregression
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Multivariate count autoregression
- Observation-driven models for Poisson counts
- On categorical time series models with covariates
- On count time series prediction
- On weak dependence conditions for Poisson autoregressions
- Poisson QMLE of count time series models
- Poisson autoregression
- Predictive model assessment for count data
- Probabilistic Forecasts, Calibration and Sharpness
- Quasi-likelihood inference for negative binomial time series models
- Stationarity of generalized autoregressive moving average models
- Theory and inference for a class of nonlinear models with application to time series of counts
- Time Series Models Based on Generalized Linear Models: Some Further Results
Cited in
(9)- Count network autoregression
- Feasible parameter regions for alternative discrete state space models
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- Observation-driven models for Poisson counts
- Statistical analysis of multivariate discrete-valued time series
- An Introduction to Discrete‐Valued Time Series
- Testing Linearity for Network Autoregressive Models
- Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis
- Integrating Time-Series Data in Large-Scale Discrete Cell-Based Models
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