Comments on: Some recent theory for autoregressive count time series
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DOI: 10.1007/s11749-012-0303-5
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References listed on IDEAS
- Neil Shephard, 1995. "Generalized linear autoregressions," Economics Papers 8., Economics Group, Nuffield College, University of Oxford.
- Jung, Robert C. & Kukuk, Martin & Liesenfeld, Roman, 2006. "Time series of count data: modeling, estimation and diagnostics," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2350-2364, December.
- HEINEN, Andreas & RENGIFO, Erick, 2003. "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE 2003025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Richard A. Davis, 2003. "Observation-driven models for Poisson counts," Biometrika, Biometrika Trust, vol. 90(4), pages 777-790, December.
- HEINEN, Andréas, 2003.
"Modelling time series count data: an autoregressive conditional Poisson model,"
LIDAM Discussion Papers CORE
2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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