• 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 ...
    • Article  

      Recent Developements in Bootstrap Methods for Dependent Data 

      Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, A. (2015)