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 - On weak dependence conditions for Poisson autoregressions
AU - Doukhan, P.
AU - Fokianos, K.
AU - Tjøstheim, D.
PY - 2012/5
Y1 - 2012/5
N2 - We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum likelihood inference under minimal conditions. Some examples which are useful to applications are discussed in detail.
AB - We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum likelihood inference under minimal conditions. Some examples which are useful to applications are discussed in detail.
KW - Autocorrelation
KW - Generalized linear models
KW - Limit theorems
KW - Prediction
KW - Stationarity
U2 - 10.1016/j.spl.2012.01.015
DO - 10.1016/j.spl.2012.01.015
M3 - Journal article
VL - 82
SP - 942
EP - 948
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
IS - 5
ER -