Poisson autoregression
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Publication:3069878
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- Negative binomial autoregressive process with stochastic intensity
- Independence, successive and conditional likelihood for time series of counts
- On robust estimation of negative binomial INARCH models
- Piecewise autoregression for general integer-valued time series
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Some properties of multivariate INAR(1) processes
- Consistent model selection procedure for general integer-valued time series
- A class of max-INAR(1) processes with explanatory variables
- Changepoints in times series of counts
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- Stationary count time series models
- Infinitely divisible distributions in integer-valued GARCH models
- A goodness-of-fit test for Poisson count processes
- Jump detection in high-frequency financial data using wavelets
- Quasi-likelihood inference for negative binomial time series models
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- Threshold negative binomial autoregressive model
- Mean targeting estimation for integer-valued time series with application to change point test
- A new GJR‐GARCH model for ℤ‐valued time series
- Stationarity and ergodicity of Markov switching positive conditional mean models
- Marginal likelihood estimation for the negative binomial INGARCH model
- Nonlinear Poisson autoregression
- On binary and categorical time series models with feedback
- Self-excited threshold Poisson autoregression
- Stationarity of generalized autoregressive moving average models
- Local stationarity and time-inhomogeneous Markov chains
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models
- Multivariate time series models for mixed data
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- Generalized Poisson autoregressive models for time series of counts
- Testing the compounding structure of the CP-INARCH model
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Validation tests for the innovation distribution in INAR time series models
- Estimation and testing for a Poisson autoregressive model
- Epidemic change-point detection in general integer-valued time series
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Generalized threshold latent variable model
- Absolute regularity and ergodicity of Poisson count processes
- Useful models for time series of counts or simply wrong ones?
- Observation-driven models for discrete-valued time series
- Forecasting transaction counts with integer-valued GARCH models
- Generalized autoregressive moving average models with GARCH errors
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Serial dependence and regression of Poisson INARMA models
- Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model
- 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
- A multiplicative thinning‐based integer‐valued GARCH model
- Doubly-inflated Poisson INGARCH models for count time series
- Modeling time series of counts with COM-Poisson INGARCH models
- Multivariate count autoregression
- Learning CHARME models with neural networks
- Self-exciting jump processes with applications to energy markets
- Count and duration time series with equal conditional stochastic and mean orders
- Modelling interventions in INGARCH processes
- 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
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- Sequential online monitoring for autoregressive time series of counts
- Change detection in INARCH time series of counts
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Bayesian Forecasting of Many Count-Valued Time Series
- On count time series prediction
- 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
- Multivariate self-exciting jump processes with applications to financial data
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- Some recent progress in count time series
- Automatic Smoothing for Poisson Regression
- Flexible and Robust Mixed Poisson INGARCH Models
- Recent progress in parameter change test for integer-valued time series models
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- A dynamic count process
- Poisson QMLE of count time series models
- Walsh Fourier transform of locally stationary time series
- Monitoring parameter shift with Poisson integer-valued GARCH models
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- Fluctuations and precise deviations of cumulative INAR time series
- On bivariate threshold Poisson integer-valued autoregressive processes
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Absolute regularity of semi-contractive GARCH-type processes
- Self-excited hysteretic negative binomial autoregression
- Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
- A generalized mixture integer-valued GARCH model
- Retrospective Bayesian outlier detection in INGARCH series
- Softplus INGARCH Model
- Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations
- Modeling Covid-19 contagion dynamics: time-series analysis across different countries and subperiods
- On higher-order moments of INGARCH processes
- Robust estimation for general integer-valued time series models
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Stationarity and ergodic properties for some observation-driven models in random environments
- On conditional maximum likelihood estimation for INGARCH(p,q) models
- Rejoinder on: Some recent theory for autoregressive count time series
- The INARCH(1) model for overdispersed time series of counts
- Periodic negative binomial INGARCH(1, 1) model
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