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(only showing first 100 items - show all)- Some properties of multivariate INAR(1) processes
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Influence diagnostics in log-linear integer-valued GARCH models
- Minimum density power divergence estimator for Poisson autoregressive models
- Useful models for time series of counts or simply wrong ones?
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- Generalized Poisson autoregressive models for time series of counts
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Ergodicity conditions for a double mixed Poisson autoregression
- Self-exciting jump processes with applications to energy markets
- Markov regression models for count time series with excess zeros: a partial likelihood approach
- Nonlinear Poisson autoregression
- Modeling time series of counts with COM-Poisson INGARCH models
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Some recent theory for autoregressive count time series
- Rejoinder on: Some recent theory for autoregressive count time series
- A goodness-of-fit test for Poisson count processes
- Stationarity of generalized autoregressive moving average models
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Generalized threshold latent variable model
- Robust estimation for general integer-valued time series models
- Flexible bivariate Poisson integer-valued GARCH model
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Time-varying auto-regressive models for count time-series
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Financial contagion through space-time point processes
- Statistical analysis of multivariate discrete-valued time series
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Mixing properties of non-stationary INGARCH(1, 1) processes
- 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
- Multivariate time series models for mixed data
- Poisson QMLE for change-point detection in general integer-valued time series models
- Temporal aggregation and systematic sampling for INGARCH processes
- Dependence on a collection of Poisson random variables
- A robust approach for testing parameter change in Poisson autoregressive models
- Recent progress in parameter change test for integer-valued time series models
- Observation-driven models for discrete-valued time series
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Coupling and perturbation techniques for categorical time series
- Self-excited hysteretic negative binomial autoregression
- A generalized mixture integer-valued GARCH model
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- A note on the stability of multivariate non-linear time series with an application to time series of counts
- Validation tests for the innovation distribution in INAR time series models
- On categorical time series models with covariates
- Multivariate count autoregression
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Local stationarity and time-inhomogeneous Markov chains
- Independence, successive and conditional likelihood for time series of counts
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- New goodness-of-fit diagnostics for conditional discrete response models
- Testing the compounding structure of the CP-INARCH model
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Empirical likelihood for linear and log-linear INGARCH models
- Bivariate binomial autoregressive models
- Poisson QMLE of count time series models
- Dynamic binomials with an application to gender bias analysis
- Modelling interventions in INGARCH processes
- Bootstrapping sample quantiles of discrete data
- Parameter Change Test for Poisson Autoregressive Models
- Quasi-likelihood inference for negative binomial time series models
- On conditional maximum likelihood estimation for INGARCH(p,q) models
- Stationarity test for Poisson autoregressive model
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- The INARCH(1) model for overdispersed time series of counts
- On binary and categorical time series models with feedback
- On weak dependence conditions for Poisson autoregressions
- On autocorrelation in a Poisson regression model
- Threshold negative binomial autoregressive model
- Analysis of Poisson varying-coefficient models with autoregression
- Analysis of low count time series data by poisson autoregression
- Automatic Smoothing for Poisson Regression
- Inference and testing for structural change in general Poisson autoregressive models
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- Absolute regularity of semi-contractive GARCH-type processes
- State-space models for count time series with excess zeros
- Thinning-based models in the analysis of integer-valued time series: a review
- Self-excited threshold Poisson autoregression
- Count and duration time series with equal conditional stochastic and mean orders
- Mixtures of nonlinear Poisson autoregressions
- Generalized autoregressive moving average models with GARCH errors
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS
- Softplus INGARCH Model
- Test of parameter changes in a class of observation-driven models for count time series
- A discrete-time risk model with Poisson ARCH claim-number process
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models
- Monitoring a bivariate INAR(1) process with application to Hepatitis A
- Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
- Consistent model selection procedure for general integer-valued time series
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data
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