Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts
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DOI: 10.1007/s11009-005-1480-4
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Cited by:
- Rainer Baule & Bart Frijns & Sebastian Schlie, 2024. "Feedback Trading: The Intraday Case of Retail Derivatives," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(9), pages 1487-1507, September.
- Blazsek, Szabolcs & Escribano, Alvaro, 2016.
"Score-driven dynamic patent count panel data models,"
Economics Letters, Elsevier, vol. 149(C), pages 116-119.
- Blazsek, Szabolcs, 2016. "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics 23458, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Ryoko Ito, 2016. "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics 1607, Faculty of Economics, University of Cambridge.
- Blazsek, Szabolcs, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Marinho G. Andrade & Katiane S. Conceição & Nalini Ravishanker, 2024. "Zero-modified count time series modeling with an application to influenza cases," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 611-637, September.
- Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag, 2012. "On weak dependence conditions for Poisson autoregressions," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 942-948.
- Alj, Abdelkamel & Azrak, Rajae & Mélard, Guy, 2014. "On conditions in central limit theorems for martingale difference arrays," Economics Letters, Elsevier, vol. 123(3), pages 305-307.
- Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
- Konstantinos Fokianos, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 451-454, September.
- Abdelkamel Alj & Rajae Azrak & Guy Melard, 2014. "On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version," Working Papers ECARES ECARES 2014-05, ULB -- Universite Libre de Bruxelles.
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Keywords
observation-driven model; Poisson valued time series;Statistics
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