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Comments on: Some recent theory for autoregressive count time series

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  • Konstantinos Fokianos

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  • 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.
    • Handle: RePEc:spr:testjl:v:21:y:2012:i:3:p:451-454
    DOI: 10.1007/s11749-012-0297-z
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    References listed on IDEAS

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    1. Meitz, Mika & Saikkonen, Pentti, 2008. "Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1291-1320, October.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Richard A. Davis & William T. M. Dunsmuir & Sarah B. Streett, 2005. "Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts," Methodology and Computing in Applied Probability, Springer, vol. 7(2), pages 149-159, June.
    4. Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag, 2012. "On weak dependence conditions for Poisson autoregressions," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 942-948.
    5. Richard A. Davis, 2003. "Observation-driven models for Poisson counts," Biometrika, Biometrika Trust, vol. 90(4), pages 777-790, December.
    6. Konstantinos Fokianos & Dag Tjøstheim, 2012. "Nonlinear Poisson autoregression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(6), pages 1205-1225, December.
    7. Fokianos, Konstantinos & Kedem, Benjamin, 1998. "Prediction and Classification of Non-stationary Categorical Time Series," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 277-296, November.
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