Useful models for time series of counts or simply wrong ones?
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Volume (Year): 95 (2011)
Issue (Month): 1 (March)
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- Frey, Stefan & Sandås, Patrik, 2009. "The impact of iceberg orders in limit order books," CFR Working Papers 09-06, University of Cologne, Centre for Financial Research (CFR).
- Christian Weiß, 2009. "Modelling time series of counts with overdispersion," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(4), pages 507-519, November.
- Neil Shephard, 1995. "Generalized linear autoregressions," Economics Papers 8., Economics Group, Nuffield College, University of Oxford.
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-17, October.
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- Richard A. Davis, 2003. "Observation-driven models for Poisson counts," Biometrika, Biometrika Trust, vol. 90(4), pages 777-790, December.
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