Estimation and testing for a Poisson autoregressive model
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 73 (2011)
Issue (Month): 2 (March)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- René Ferland & Alain Latour & Driss Oraichi, 2006. "Integer-Valued GARCH Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 923-942, November.
- Richard A. Davis, 2003. "Observation-driven models for Poisson counts," Biometrika, Biometrika Trust, vol. 90(4), pages 777-790, December.
- S. Chandra & Masanobu Taniguchi, 2001. "Estimating Functions for Nonlinear Time Series Models," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 125-141, March.
- Haitao Zheng & Ishwar V. Basawa & Somnath Datta, 2006. "Inference for pth-order random coefficient integer-valued autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(3), pages 411-440, 05.
- Arup Bose & Kanchan Mukherjee, 2003. "Estimating The Arch Parameters By Solving Linear Equations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 127-136, 03.
- Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.
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