Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
DOI10.1007/S00362-017-0938-0zbMATH Open1437.62341OpenAlexW2739583473MaRDI QIDQ2175651FDOQ2175651
Authors: Dehui Wang, Xin-Yang Wang, Haixiang Zhang 
Publication date: 29 April 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0938-0
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Cited In (9)
- Penalized empirical likelihood inference for the GINAR(p) model
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Order shrinkage and selection for the INGARCH(p,q) model
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Stabilizing properties of maximum penalized likelihood estimation for additive Poisson regression
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
- On some properties of autoregressive conditional Poisson (ACP) models
- On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods
- Minimum density power divergence estimator for Poisson autoregressive models
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