Maximum likelihood estimation for an observation driven model for Poisson counts
DOI10.1007/S11009-005-1480-4zbMATH Open1078.62091OpenAlexW2075928553MaRDI QIDQ812972FDOQ812972
Sarah B. Streett, William T. M. Dunsmuir, Richard A. Davis
Publication date: 30 January 2006
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-005-1480-4
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Cites Work
Cited In (20)
- On conditions in central limit theorems for martingale difference arrays
- 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
- Some recent progress in count time series
- Title not available (Why is that?)
- 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
- First‐order integer valued AR processes with zero inflated poisson innovations
- 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
- Independence, successive and conditional likelihood for time series of counts
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