Poisson Autoregression
Year of publication: |
2009-03-24
|
---|---|
Authors: | Fokianos, Konstantinos ; Rahbek, Anders ; Tjøstheim, Dag |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | asymptotic theory | count data | generalized linear models | geometric ergodicity | integer GARCH | likelihood | noncanonical link function | observation driven models | Poisson regression | ø-irreducibility |
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