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/2600/2613

Subjects:

?? autocorrelationcovariatesergodicitygeneralized linear modelsperturbationpredictionstationarityvolatilitystatistics and probabilitystatistics, probability and uncertainty ??

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

127811

Deposited By:

ep_importer_pure

Deposited On:

01 Oct 2018 10:32

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 18:23

URI:

https://eprints.lancs.ac.uk/id/eprint/127811