Time series of count data: a review, empirical comparisons and data analysis
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Cites work
- scientific article; zbMATH DE number 3954119 (Why is no real title available?)
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- A non-Gaussian family of state-space models with exact marginal likelihood
- A regression model for time series of counts
- A simple and efficient simulation smoother for state space time series analysis
- A survey of sequential Monte Carlo methods for economics and finance
- Accurate Approximations for Posterior Moments and Marginal Densities
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- BUGS for a Bayesian analysis of stochastic volatility models
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Extended dynamic generalized linear models: the two-parameter exponential family
- Generalized Autoregressive Moving Average Models
- Likelihood analysis of non-Gaussian measurement time series
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
- Maximum likelihood estimation for an observation driven model for Poisson counts
- Monte Carlo EM Estimation for Time Series Models Involving Counts
- Observation-driven models for Poisson counts
- Particle Markov Chain Monte Carlo Methods
- Time Series Models Based on Generalized Linear Models: Some Further Results
- Time series of count data: Modeling, estimation and diagnostics
- Useful models for time series of counts or simply wrong ones?
Cited in
(8)- A new look at time series of counts
- Feasible parameter regions for alternative discrete state space models
- Some recent progress in count time series
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- Model selection for time series of count data
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- SPC methods for time-dependent processes of counts—A literature review
- Time series of count data: Modeling, estimation and diagnostics
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