On some properties of Autoregressive Conditional Poisson (ACP) models
Heinen (2003) [CORE Discussion Paper 2003/62, Catholic University of Louvain] had studied the moment properties of the Autoregressive Conditional Poisson (ACP) model. In this paper, we extend Heinen's results to higher order ACP(p, q) models with pÂ >Â 1 and qÂ >Â 1.
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- 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).
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EERI Research Paper Series
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