Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Observation-driven model"
Now showing items 1-2 of 2
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Article
Poisson autoregression
(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
Quasi-likelihood inference for negative binomial time series models
(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 ...