Poisson QMLE of count time series models
From MaRDI portal
Publication:2802909
Recommendations
- The combined Poisson INMA\((q)\) models for time series of counts
- Generalized Poisson autoregressive models for time series of counts
- Modeling time series of counts with COM-Poisson INGARCH models
- ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA
- Truncated Poisson Regression for Time Series of Counts
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- Extended Poisson Process Modelling and Analysis of Count Data
- Fitting Poisson time-series models using bivariate mixture transition distributions
Cites work
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 3734998 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- A \(p\)-order signed integer-valued autoregressive (SINAR(\(p\))) model
- A negative binomial integer-valued GARCH model
- A regression model for time series of counts
- Absolute regularity and ergodicity of Poisson count processes
- Diagnostic Checking in ARMA Models With Uncorrelated Errors
- Double Exponential Families and Their Use in Generalized Linear Regression
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Estimation When a Parameter is on a Boundary
- GARCH models without positivity constraints: exponential or log GARCH?
- Infinitely divisible distributions in integer-valued GARCH models
- Integer-Valued GARCH Process
- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
- Log-linear Poisson autoregression
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Maximum Likelihood Estimation of Misspecified Models
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modeling time series of counts with COM-Poisson INGARCH models
- Nonlinear Poisson autoregression
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Poisson autoregression
- Pseudo Maximum Likelihood Methods: Theory
- Quasi-likelihood functions
- Quasi-likelihood inference for negative binomial time series models
- Some recent theory for autoregressive count time series
- Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
- The Lindeberg-Levy Theorem for Martingales
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
Cited in
(82)- Count network autoregression
- Independence, successive and conditional likelihood for time series of counts
- Piecewise autoregression for general integer-valued time series
- Consistent model selection procedure for general integer-valued time series
- A class of max-INAR(1) processes with explanatory variables
- A general procedure for change-point detection in multivariate time series
- Stationary count time series models
- Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
- Poisson autoregression
- Test for Conditional Variance of Integer-Valued Time Series
- Quasi-likelihood inference for negative binomial time series models
- Threshold negative binomial autoregressive model
- Mean targeting estimation for integer-valued time series with application to change point test
- Marginal likelihood estimation for the negative binomial INGARCH model
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models
- Bayesian log-linear beta-negative binomial integer-valued GARCH model
- Maximum likelihood estimation for an observation driven model for Poisson counts
- Epidemic change-point detection in general integer-valued time series
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Observation-driven models for discrete-valued time series
- Forecasting transaction counts with integer-valued GARCH models
- The combined Poisson INMA\((q)\) models for time series of counts
- Softplus beta negative binomial integer-valued GARCH model
- A note on the stability of multivariate non-linear time series with an application to time series of counts
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- A multiplicative thinning‐based integer‐valued GARCH model
- Multivariate count autoregression
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Count and duration time series with equal conditional stochastic and mean orders
- Limit theorems for regression models of time series of counts
- Poisson QMLE for change-point detection in general integer-valued time series models
- Temporal aggregation and systematic sampling for INGARCH processes
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- Flexible bivariate Poisson integer-valued GARCH model
- Estimation in conditional first order autoregression with discrete support
- Recent progress in parameter change test for integer-valued time series models
- Time series count data regression
- Observation-driven models for Poisson counts
- Consistency of quasi-maximum likelihood estimators in INGARCH models
- Self-excited hysteretic negative binomial autoregression
- Softplus INGARCH Model
- Robust estimation for general integer-valued time series models
- Parameter estimation for a threshold Poisson log-linear autoregressive model
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
- On conditional maximum likelihood estimation for INGARCH(p,q) models
- scientific article; zbMATH DE number 1984179 (Why is no real title available?)
- Periodic negative binomial INGARCH(1, 1) model
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- Time-varying auto-regressive models for count time-series
- Count Time Series: A Methodological Review
- Log-linear Poisson autoregression
- Analysis of low count time series data by poisson autoregression
- POISSON REGRESSION WITH A PERIODIC FUNCTION
- Monitoring parameter change for bivariate time series models of counts
- Exponential family QMLE-based CUSUM test for integer-valued time series
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Quasi-likelihood estimation in volatility models for semi-continuous time series
- QMLE of periodic integer-valued time series models
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Testing Linearity for Network Autoregressive Models
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION
- On weak dependence conditions for Poisson autoregressions
- Truncated Poisson Regression for Time Series of Counts
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- Testing GARCH-X type models
- Mixtures of nonlinear Poisson autoregressions
- Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models
- Zero-truncated compound Poisson integer-valued GARCH models for time series
- ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- Some ARMA models for dependent sequences of poisson counts
- Robust fitting of INARCH models
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Inference for nonstationary time series of counts with application to change-point problems
- Test of parameter changes in a class of observation-driven models for count time series
- Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
- Grouped network Poisson autoregressive model
This page was built for publication: Poisson QMLE of count time series models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2802909)
