Maximum likelihood estimation for an observation driven model for Poisson counts
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Publication:812972
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Cites work
Cited in
(23)- Independence, successive and conditional likelihood for time series of counts
- On conditions in central limit theorems for martingale difference arrays
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- Bayesian log-linear beta-negative binomial integer-valued GARCH model
- Time series of count data: a review, empirical comparisons and data analysis
- Useful models for time series of counts or simply wrong ones?
- Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- Some recent progress in count time series
- Observation-driven models for Poisson counts
- scientific article; zbMATH DE number 1984179 (Why is no real title available?)
- Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy
- Variable selection in sparse GLARMA models
- Count Time Series: A Methodological Review
- Score-driven dynamic patent count panel data models
- Comments on: Some recent theory for autoregressive count time series
- Zero-modified count time series modeling with an application to influenza cases
- Inference and testing for structural change in general Poisson autoregressive models
- On weak dependence conditions for Poisson autoregressions
- Direct calculation of maximum likelihood estimator for the bivariate Poisson distribution
- Estimating time series models for count data using efficient importance sampling
- Estimating limits from Poisson counting data using Dempster-Shafer analysis
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