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On weak dependence conditions for Poisson autoregressions

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On weak dependence conditions for Poisson autoregressions. / Doukhan, P.; Fokianos, K.; Tjøstheim, D.
In: Statistics and Probability Letters, Vol. 82, No. 5, 05.2012, p. 942-948.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Doukhan, P, Fokianos, K & Tjøstheim, D 2012, 'On weak dependence conditions for Poisson autoregressions', Statistics and Probability Letters, vol. 82, no. 5, pp. 942-948. https://doi.org/10.1016/j.spl.2012.01.015

APA

Doukhan, P., Fokianos, K., & Tjøstheim, D. (2012). On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters, 82(5), 942-948. https://doi.org/10.1016/j.spl.2012.01.015

Vancouver

Doukhan P, Fokianos K, Tjøstheim D. On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters. 2012 May;82(5):942-948. Epub 2012 Jan 24. doi: 10.1016/j.spl.2012.01.015

Author

Doukhan, P. ; Fokianos, K. ; Tjøstheim, D. / On weak dependence conditions for Poisson autoregressions. In: Statistics and Probability Letters. 2012 ; Vol. 82, No. 5. pp. 942-948.

Bibtex

@article{90dc1d90c6624adba078a9209edca09d,
title = "On weak dependence conditions for Poisson autoregressions",
abstract = "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.",
keywords = "Autocorrelation, Generalized linear models, Limit theorems, Prediction, Stationarity",
author = "P. Doukhan and K. Fokianos and D. Tj{\o}stheim",
year = "2012",
month = may,
doi = "10.1016/j.spl.2012.01.015",
language = "English",
volume = "82",
pages = "942--948",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "5",

}

RIS

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 -