Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - Økonomisk Institut, Københavns Universitet - 2008
-canonical link function, count data, Poisson regression, likeli-
hood, geometric ergodicity, integer GARCH, `-irreducibility … generalized linear model for time series of
counts but with an identity link–that is a non canonical link function.
The second … the Poisson distribution which belongs to the exponential family of
distributions. The link function is taken to be the …