On weak dependence conditions for Poisson autoregressions

Doukhan, P. and Fokianos, K. and Tjøstheim, D. (2012) On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters, 82 (5). pp. 942-948. ISSN 0167-7152

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Abstract

We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum likelihood inference under minimal conditions. Some examples which are useful to applications are discussed in detail.

Item Type:

Journal Article

Journal or Publication Title:

Statistics and Probability Letters

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

?? autocorrelationgeneralized linear modelslimit theoremspredictionstationaritystatistics and probabilitystatistics, probability and uncertainty ??

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

127809

Deposited By:

ep_importer_pure

Deposited On:

01 Oct 2018 10:34

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 18:23

URI:

https://eprints.lancs.ac.uk/id/eprint/127809