Quantile regression estimation for Poisson autoregressive models

DOI10.1111/JTSA.12811MaRDI QIDQ6854957zbMATH OpenFDO

Authors Danshu Sheng, Dehui Wang

Publication date 23 February 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12811

zbMATH Keywords

forecastingquantile regressioncount time seriesPoisson autoregressionconsistency and asymptotic normality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
• The autocorrelation structure of integer-valued autoregressive random fields

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