Modelling time series of counts with overdispersion
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Statistical Methods and Applications.
Volume (Year): 18 (2009)
Issue (Month): 4 (November)
Contact details of provider:
Web page: http://link.springer.de/link/service/journals/10260/index.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- HEINEN, Andréas, 2003.
"Modelling time series count data: an autoregressive conditional Poisson model,"
CORE Discussion Papers
2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany.
- Weiß, Christian H., 2010. "INARCH(1) processes: Higher-order moments and jumps," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1771-1780, December.
- Robert Jung & A. Tremayne, 2011. "Useful models for time series of counts or simply wrong ones?," AStA Advances in Statistical Analysis, Springer, vol. 95(1), pages 59-91, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.