Convolution-closed models for count time series with applications
From MaRDI portal
Publication:4979107
DOI10.1111/j.1467-9892.2010.00697.xzbMath1290.62078MaRDI QIDQ4979107
A. R. Tremayne, Robert C. Jung
Publication date: 16 June 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00697.x
maximum likelihood estimation; count data; serial dependence; higher-order models; generalized Poisson; parametric resampling
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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