Browsing by Author "Tjøstheim, D."

Now showing items 1-5 of 5

    • Article  

      Correction to "On weak dependence conditions for Poisson autoregressions" [Statist. Probab. Lett. 82 (2012) 942-948] 

      Doukhan, P.; Fokianos, Konstantinos; Tjøstheim, D. (2013)
    • Article  

      Log-linear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2011)
      We consider a log-linear model for time series of counts. This type of model provides a framework where both negative and positive association can be taken into account. In addition time dependent covariates are accommodated ...
    • Article  

      Nonlinear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2012)
      We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses ...
    • Article  

      On weak dependence conditions for Poisson autoregressions 

      Doukhan, P.; Fokianos, Konstantinos; Tjøstheim, D. (2012)
      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 ...
    • Article  

      Poisson autoregression 

      Fokianos, Konstantinos; Rahbek, A.; Tjøstheim, D. (2009)
      In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as ...