On weak dependence conditions for Poisson autoregressions

DOI10.1016/J.SPL.2012.01.015zbMATH Open1241.62109OpenAlexW1976232887MaRDI QIDQ433580FDOQ433580

Authors: Paul Doukhan, Konstantinos Fokianos, Dag Tjøstheim 

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.015

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zbMATH Keywords

predictionstationarityautocorrelationgeneralized linear modelslimit theorems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Non-Markovian processes: estimation (62M09)

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Cited In (73)

• Changepoints in times series of counts
• Piecewise autoregression for general integer-valued time series
• A goodness-of-fit test for Poisson count processes
• Poisson autoregression
• Threshold negative binomial autoregressive model
• Quasi-likelihood inference for negative binomial time series models
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• Nonlinear Poisson autoregression
• On binary and categorical time series models with feedback
• Generalized Poisson autoregressive models for time series of counts
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• Observation-driven models for discrete-valued time series
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• Rejoinder on: Some recent theory for autoregressive count time series
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• Dynamic binomials with an application to gender bias analysis
• Order shrinkage and selection for the INGARCH(p,q) model
• Count network autoregression

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