On weak dependence conditions for Poisson autoregressions
We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum likelihood inference under minimal conditions. Some examples which are useful to applications are discussed in detail.
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Volume (Year): 82 (2012)
Issue (Month): 5 ()
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References listed on IDEAS
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- Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008.
08-35, University of Copenhagen. Department of Economics, revised Dec 2008.
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