Poisson autoregression
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Publication:3069878
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- 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
- Robust estimation for general integer-valued time series models
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Ergodicity conditions for a double mixed Poisson autoregression
- Testing GARCH-X type models
- Multivariate time series models for mixed data
- Analysis of Poisson varying-coefficient models with autoregression
- Count Time Series: A Methodological Review
- Absolute regularity of semi-contractive GARCH-type processes
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- An ensemble approach to short‐term forecast of COVID‐19 intensive care occupancy in Italian regions
- Generalized autoregressive moving average models with GARCH errors
- Monitoring parameter shift with Poisson integer-valued GARCH models
- Tests for time series of counts based on the probability-generating function
- Mixing properties of non-stationary INGARCH(1, 1) processes
- Flexible bivariate Poisson integer-valued GARCH model
- Change detection in INARCH time series of counts
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
- Self-exciting jump processes with applications to energy markets
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Recent progress in parameter change test for integer-valued time series models
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models
- Retrospective Bayesian outlier detection in INGARCH series
- A discrete-time risk model with Poisson ARCH claim-number process
- Local influence analysis for Poisson autoregression with an application to stock transaction data
- Modelling interventions in INGARCH processes
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- On count time series prediction
- On bivariate threshold Poisson integer-valued autoregressive processes
- Threshold negative binomial autoregressive model
- 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
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