ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA
DOI10.17654/TS053040231zbMATH Open1382.37086MaRDI QIDQ4601683FDOQ4601683
Authors: D. K. Shangodoyin, K. Sediakgotla, R. Arnab 
Publication date: 24 January 2018
Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)
Full work available at URL: http://www.pphmj.com/abstract/11038.htm
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Cited In (6)
- Poisson QMLE of count time series models
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- Analysis of low count time series data by poisson autoregression
- Analysis of Poisson varying-coefficient models with autoregression
- Some ARMA models for dependent sequences of poisson counts
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
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