Analysis of low count time series data by poisson autoregression
暂无分享,去创建一个
[1] Brendan McCabe,et al. A General Method of Testing for Random Parameter Variation in Statistical Models , 2000 .
[2] Robert C. Jung,et al. Testing for serial dependence in time series models of counts , 2003 .
[3] E. McKenzie,et al. Some ARMA models for dependent sequences of poisson counts , 1988, Advances in Applied Probability.
[4] Andrew Chesher,et al. Testing for Neglected Heterogeneity , 1984 .
[5] Mohamed Alosh,et al. FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS , 1987 .
[6] P. Hall,et al. Martingale Limit Theory and Its Application , 1980 .
[7] P. Hall,et al. Martingale Limit Theory and its Application. , 1984 .
[8] Pravin K. Trivedi,et al. Regression Analysis of Count Data , 1998 .
[9] 田中 豊. Multivariate Statistical Modelling Based on Generalized Linear Models/Ludwig Fahrmeir,Gerhard Tutz(1994) , 1995 .
[10] Kurt Brännäs,et al. EXPLANATORY VARIABLES IN THE AR(1) COUNT , 2003 .
[11] Harry Joe. TIME SERIES MODELS WITH UNIVARIATE MARGINS IN THE CONVOLUTION-CLOSED INFINITELY DIVISIBLE CLASS , 1996 .
[12] R. Keith Freeland,et al. Statistical analysis of discrete time series with application to the analysis of workers' compensation claims data , 1998 .
[13] B. McCabe,et al. Coherent Predictions of Low Count Time Series , 2003 .
[14] Mohamed Alosh,et al. First order autoregressive time series with negative binomial and geometric marginals , 1992 .
[15] Li Yuan,et al. THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(p)) MODEL , 1991 .
[16] Gael M. Martin,et al. Bayesian predictions of low count time series , 2005 .
[17] E. McKenzie,et al. Autoregressive moving-average processes with negative-binomial and geometric marginal distributions , 1986, Advances in Applied Probability.
[18] Patrick T. Brandt,et al. A Linear Poisson Autoregressive Model: The Poisson AR(p) Model , 2001, Political Analysis.
[19] H. White. Maximum Likelihood Estimation of Misspecified Models , 1982 .
[20] Michael Sørensen,et al. A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes , 1994 .