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Truncated Poisson Regression for Time Series of Counts

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  • Konstantinos Fokianos

Abstract

We consider partial likelihood analysis of a truncated Poisson regression model for time series of counts. We focus our attention on the study of asymptotic theory for the maximum partial likelihood estimator of a vector of regression parameters. Simulations and data analysis integrate the presentation.

Suggested Citation

  • Konstantinos Fokianos, 2001. "Truncated Poisson Regression for Time Series of Counts," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(4), pages 645-659, December.
    • Handle: RePEc:bla:scjsta:v:28:y:2001:i:4:p:645-659
    DOI: 10.1111/1467-9469.00260
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    Cited by:

    1. James W. Taylor, 2012. "Density Forecasting of Intraday Call Center Arrivals Using Models Based on Exponential Smoothing," Management Science, INFORMS, vol. 58(3), pages 534-549, March.
    2. Konstantinos Fokianos & Benjamin Kedem, 2004. "Partial Likelihood Inference For Time Series Following Generalized Linear Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 173-197, March.

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