Martin, Vance L.; Tremayne, Andrew R.; Jung, Robert C. - In: Journal of Time Series Analysis 35 (2014) 6, pp. 491-516
type="main" xml:id="jtsa12078-abs-0001"The parameters of integer autoregressive models with Poisson, or negative binomial innovations can be estimated by maximum likelihood where the prediction error decomposition, together with convolution methods, is used to write down the likelihood function....