Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Integer-valued time series
AU - Fokianos, K.
PY - 2009/11
Y1 - 2009/11
N2 - Integer‐valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear models turns out to provide a sound framework for modeling and estimation whereby all computations are carried out by well‐established software. I review this area of research and propose some other models.
AB - Integer‐valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear models turns out to provide a sound framework for modeling and estimation whereby all computations are carried out by well‐established software. I review this area of research and propose some other models.
KW - generalized linear models
KW - likelihood
KW - prediction
KW - stationarity
U2 - 10.1002/wics.47
DO - 10.1002/wics.47
M3 - Journal article
VL - 1
SP - 361
EP - 364
JO - Wiley Interdisciplinary Reviews: Computational Statistics
JF - Wiley Interdisciplinary Reviews: Computational Statistics
IS - 3
ER -