Poisson autoregression
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Publication:3069878
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(only showing first 100 items - show all)- Infinitely divisible distributions in integer-valued GARCH models
- Estimation in conditional first order autoregression with discrete support
- The INARCH(1) model for overdispersed time series of counts
- Inference and testing for structural change in general Poisson autoregressive models
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Stationarity of generalized autoregressive moving average models
- Influence diagnostics in log-linear integer-valued GARCH models
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Flexible and Robust Mixed Poisson INGARCH Models
- On categorical time series models with covariates
- Autoregressive and moving average models for zero‐inflated count time series
- Stationarity test for Poisson autoregressive model
- Quasi-likelihood inference for negative binomial time series models
- Validation tests for the innovation distribution in INAR time series models
- Minimum density power divergence estimator for Poisson autoregressive models
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Changepoints in times series of counts
- Some recent progress in count time series
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- On consistency for time series model selection
- On robust estimation of negative binomial INARCH models
- Piecewise autoregression for general integer-valued time series
- On binary and categorical time series models with feedback
- A robust approach for testing parameter change in Poisson autoregressive models
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- Walsh Fourier transform of locally stationary time series
- On autocorrelation in a Poisson regression model
- Robust estimation methods for a class of log-linear count time series models
- Bootstrapping sample quantiles of discrete data
- State-space models for count time series with excess zeros
- Some recent theory for autoregressive count time series
- Rejoinder on: Some recent theory for autoregressive count time series
- Serial dependence and regression of Poisson INARMA models
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models
- A generalized mixture integer-valued GARCH model
- Generalized threshold latent variable model
- Jump detection in high-frequency financial data using wavelets
- Testing Linearity for Network Autoregressive Models
- Coupling and perturbation techniques for categorical time series
- Self-excited threshold Poisson autoregression
- Markov regression models for count time series with excess zeros: a partial likelihood approach
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
- Some properties of multivariate INAR(1) processes
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Poisson QMLE of count time series models
- A note on the stability of multivariate non-linear time series with an application to time series of counts
- Useful models for time series of counts or simply wrong ones?
- Estimation and testing for a Poisson autoregressive model
- Observation-driven models for discrete-valued time series
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models
- A goodness-of-fit test for Poisson count processes
- Absolute regularity and ergodicity of Poisson count processes
- Parameter Change Test for Poisson Autoregressive Models
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Generalized Poisson autoregressive models for time series of counts
- Automatic Smoothing for Poisson Regression
- Forecasting emergency medical service call arrival rates
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Multivariate count autoregression
- Modeling time series of counts with COM-Poisson INGARCH models
- INARCH(1) processes: Higher-order moments and jumps
- Nonlinear Poisson autoregression
- Analysis of low count time series data by poisson autoregression
- Bivariate binomial autoregressive models
- Thinning-based models in the analysis of integer-valued time series: a review
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- On weak dependence conditions for Poisson autoregressions
- Robust fitting of INARCH models
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Log-linear Poisson autoregression
- Independence, successive and conditional likelihood for time series of counts
- Local stationarity and time-inhomogeneous Markov chains
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Poisson QMLE for change-point detection in general integer-valued time series models
- Financial contagion through space-time point processes
- Temporal aggregation and systematic sampling for INGARCH processes
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Variable selection in sparse GLARMA models
- Dependence on a collection of Poisson random variables
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Detecting overdispersion in INARCH(1) processes
- An Analysis of Poisson Moving-Average Processes
- Empirical likelihood for linear and log-linear INGARCH models
- Statistical analysis of multivariate discrete-valued time series
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- Time-varying auto-regressive models for count time-series
- New goodness-of-fit diagnostics for conditional discrete response models
- The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process
- Generalized ARMA models with martingale difference errors
- Self-excited hysteretic negative binomial autoregression
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- Softplus INGARCH Model
- 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
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
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