Poisson Autoregression
Year of publication: |
2008-05
|
---|---|
Authors: | Fokianos, Konstantinos ; Rahbek, Anders ; Tjøstheim, Dag |
Institutions: | Økonomisk Institut, Københavns Universitet |
Subject: | generalized linear models | non-canonical link function | count data | Poisson regression | likelihood | geometric ergodicity | integer GARCH | observation driven models | asymptotic theory |
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