Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - School of Economics and Management, University of Aarhus - 2009
concerned.
Keywords: asymptotic theory, count data, generalized linear models, geometric ergodicity, integer GARCH, likelihood … both
type of models are given. Non linear models for count time series have not been discussed in the literature and
their …) by (2).
Model (1) (or its rephrasing (2)) is related to the theory of generalized linear models for time series, see …