Truncated Poisson Regression for Time Series of Counts

DOI10.1111/1467-9469.00260MaRDI QIDQ4781093zbMATH OpenOpenAlexFDO

Authors Konstantinos Pokianos

Publication date 21 November 2002

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00260

zbMATH Keywords

partial likelihoodmartingalesnon-stationaritypartial score tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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• Regression trees for analysis of count data with extra Poisson variation
• Useful models for time series of counts or simply wrong ones?
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• Poisson QMLE of count time series models
• Robust estimation methods for a class of log-linear count time series models
• Analysis of low count time series data by poisson autoregression
• Right truncated homogeneous Poisson process
• scientific article; zbMATH DE number 1474822 (Why is no real title available?)
• Partial Likelihood Inference For Time Series Following Generalized Linear Models

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