Some recent progress in count time series

Fokianos, K. (2011) Some recent progress in count time series. Statistics:A Journal of Theoretical and Applied Statistics, 45 (1). pp. 49-58. ISSN 0233-1888

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Abstract

We review some regression models for the analysis of count time series. These models have been the focus of several investigations over the last years, but only recently simple conditions for stationarity and ergodicity were worked out in detail. This advancement makes possible the development of the maximum-likelihood estimation theory under minimal assumptions.

Item Type:
Journal Article
Journal or Publication Title:
Statistics:A Journal of Theoretical and Applied Statistics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1800/1804
Subjects:
?? AUTOCORRELATIONCOVARIATESERGODICITYGENERALIZED LINEAR MODELSPERTURBATIONPREDICTIONSTATIONARITYVOLATILITYSTATISTICS AND PROBABILITYSTATISTICS, PROBABILITY AND UNCERTAINTY ??
ID Code:
127811
Deposited By:
Deposited On:
01 Oct 2018 10:32
Refereed?:
Yes
Published?:
Published
Last Modified:
16 Sep 2023 01:47