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Time series of count data: modeling, estimation and diagnostics

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Author Info
Jung, Robert C.
Kukuk, Martin
Liesenfeld, Roman

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File URL: http://www.sciencedirect.com/science/article/B6V8V-4KPX6TW-2/2/da97f88351ca452e405456076b56d29f
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Publisher Info
Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 51 (2006)
Issue (Month): 4 (December)
Pages: 2350-2364
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Handle: RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364

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  1. Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008. "Poisson Autoregression," Discussion Papers 08-35, University of Copenhagen. Department of Economics, revised Dec 2008. [Downloadable!]
  2. Ralph D. Snyder & Adrian Beaumont, 2007. "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers 15/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  3. Jung, Robert & Liesenfeld, Roman & Richard, Jean-Francois, 2008. "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers 2008,12, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
  4. Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer, vol. 92(3), pages 319-341, August. [Downloadable!] (restricted)
  5. Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  6. J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008. "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers 4/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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  7. Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009. "Poisson Autoregression," CREATES Research Papers 2009-12, School of Economics and Management, University of Aarhus. [Downloadable!]
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