Browsing by Subject "Maximum likelihood estimator"

Now showing items 1-2 of 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 ...
    • Conference Object  

      On semi-markov modelling and inference for multi-state systems 

      Barbu, Vlad Stefan; Karagrigoriou, Alex; Makrides, Andreas (Institute of Electrical and Electronics Engineers Inc., 2016)
      In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general ...