Markov Poisson regression models for discrete time series. Part 1: Methodology

DOI10.1080/02664769922098zbMath1008.62088MaRDI QIDQ4935477

Peiming Wang, Martin L. Puterman

Publication date: 10 April 2003

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769922098

zbMATH Keywords

model selection; time series; bootstrap confidence intervals; finite-state Markov chains

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M05: Markov processes: estimation; hidden Markov models

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