Nonlinear Poisson autoregression
Year of publication: |
2012
|
---|---|
Authors: | Fokianos, Konstantinos ; Tjøstheim, Dag |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 6, p. 1205-1225
|
Publisher: |
Springer |
Subject: | Geometric ergodicity | Link function | Maximum likelihood estimation | Perturbation | Smooth transition models |
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