Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Rahbek, A."
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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 ...
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Article
Recent Developements in Bootstrap Methods for Dependent Data
Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, A. (2015)