Rejoinder on: Some recent theory for autoregressive count time series
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 21 (2012)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete-valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 357-375.
- Pedro Galeano & Ruey S. Tsay, 2010. "Shifts in Individual Parameters of a GARCH Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(1), pages 122-153, Winter.
- Konstantinos Fokianos & Roland Fried, 2010. "Interventions in INGARCH processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(3), pages 210-225, 05.
- Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009.
CREATES Research Papers
2009-12, School of Economics and Management, University of Aarhus.
- Konstantinos Fokianos & Dag Tjøstheim, 2012. "Nonlinear Poisson autoregression," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(6), pages 1205-1225, December.
- Dehling, Herold & Fried, Roland, 2012. "Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 124-140.
- Fokianos, Konstantinos & Tjøstheim, Dag, 2011. "Log-linear Poisson autoregression," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 563-578, March.
- Fokianos, Konstantinos & Kedem, Benjamin, 1998. "Prediction and Classification of Non-stationary Categorical Time Series," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 277-296, November.
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