On count time series prediction
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Publication:5220723
DOI10.1080/00949655.2013.823612zbMath1457.62258OpenAlexW1969312586MaRDI QIDQ5220723
Konstantinos Fokianos, Vasiliki Christou
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2013.823612
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (7)
Observation-driven models for discrete-valued time series ⋮ Minimum density power divergence estimator for negative binomial integer-valued GARCH models ⋮ Robust closed-form estimators for the integer-valued GARCH(1,1) model ⋮ On the performance of information criteria for model identification of count time series ⋮ General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ Necessary and sufficient conditions for the identifiability of observation‐driven models
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