Browsing by Subject "Generalized linear models"

Now showing items 1-7 of 7

    • Article  

      Interventions in INGARCH processes 

      Fokianos, Konstantinos; Fried, R. (2010)
      We study the problem of intervention effects generating various types of outliers in a linear count time-series model. This model belongs to the class of observation-driven models and extends the class of Gaussian linear ...
    • 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  

      Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions 

      Kitromilidou, S.; Fokianos, Konstantinos (2016)
      We consider the problems of robust estimation and testing for a log-linear model with feedback for the analysis of count time series. We study inference for contaminated data with transient shifts, level shifts and additive ...
    • 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  

      Quasi-likelihood inference for negative binomial time series models 

      Christou, V.; Fokianos, Konstantinos (2014)
      We study inference and diagnostics for count time series regression models that include a feedback mechanism. In particular, we are interested in negative binomial processes for count time series. We study probabilistic ...
    • Article  

      Retrospective Bayesian outlier detection in INGARCH series 

      Fried, R.; Agueusop, I.; Bornkamp, B.; Fokianos, Konstantinos; Fruth, J.; Ickstadt, K. (2013)
      INGARCH models for time series of counts arising, e.g., in epidemiology or finance assume the observations to be Poisson distributed conditionally on the past, with the conditional mean being an affine-linear function of ...
    • Article  

      Some recent progress in count time series 

      Fokianos, Konstantinos (2011)
      We reviewsome regression models for the analysis of count time series. These models have been the focus of several investigations over the last years, but only recently simple conditions for stationarity and ergodicity ...