Some recent progress in count time series

DOI10.1080/02331888.2010.541250zbMath1291.62164OpenAlexW1986495612MaRDI QIDQ5402579

Konstantinos Fokianos

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.541250

zbMATH Keywords

predictionperturbationergodicitystationaritycovariatesvolatilityautocorrelationgeneralized linear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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Uses Software

• Fahrmeir

Cites Work

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