Browsing by Author "Christou, V."

Now showing items 1-3 of 3

    • Article  

      Estimation and testing linearity for non-linear mixed poisson autoregressions 

      Christou, V.; Fokianos, Konstantinos (2015)
      Non-linear mixed Poisson autoregressive models are studied for the analysis of count time series. Given a correct mean specification of the model, we discuss quasi maximum likelihood estimation based on Poisson log-likelihood ...
    • Article  

      On count time series prediction 

      Christou, V.; Fokianos, Konstantinos (2015)
      We consider the problem of assessing prediction for count time series based on either the Poisson distribution or the negative binomial distribution. By a suitable parametrization we employ both distributions with the same ...
    • 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 ...