Poisson Autoregression
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Publication:3069878
DOI10.1198/jasa.2009.tm08270zbMath1205.62130OpenAlexW4241983685MaRDI QIDQ3069878
Dag Tjøstheim, Konstantinos Fokianos, Anders Rahbek
Publication date: 1 February 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08270
likelihoodcount datairreducibilityPoisson regressionasymptotic theorygeometric ergodicitygeneralized linear modelobservation-driven modelinteger generalized autoregressive conditional heteroscedasticitynoncanonical link function
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