Some recent theory for autoregressive count time series
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Douc, R. & Doukhan, P. & Moulines, E., 2013. "Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator," Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2620-2647.
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- Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.
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- Sant'Anna, Pedro H. C., 2013. "Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy," MPRA Paper 48376, University Library of Munich, Germany.
More about this item
KeywordsAutoregressive; Count time series; Maximum likelihood; Perturbation; Weak dependence; 60F05; 60G10; 62F12; 62M10;
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