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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 - Some recent progress in count time series
AU - Fokianos, K.
PY - 2011
Y1 - 2011
N2 - We review some regression models for the analysis of count time series. These models have been the focus of several investigations over the last years, but only recently simple conditions for stationarity and ergodicity were worked out in detail. This advancement makes possible the development of the maximum-likelihood estimation theory under minimal assumptions.
AB - We review some regression models for the analysis of count time series. These models have been the focus of several investigations over the last years, but only recently simple conditions for stationarity and ergodicity were worked out in detail. This advancement makes possible the development of the maximum-likelihood estimation theory under minimal assumptions.
KW - autocorrelation
KW - covariates
KW - ergodicity
KW - generalized linear models
KW - perturbation
KW - prediction
KW - stationarity
KW - volatility
U2 - 10.1080/02331888.2010.541250
DO - 10.1080/02331888.2010.541250
M3 - Journal article
VL - 45
SP - 49
EP - 58
JO - Statistics:A Journal of Theoretical and Applied Statistics
JF - Statistics:A Journal of Theoretical and Applied Statistics
SN - 0233-1888
IS - 1
ER -