Πλοήγηση ανά Θέμα "Geometric ergodicity"

Αποτελέσματα 1-2 από 2

    • 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  

      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 ...