Modelling nonlinear count time series with local mixtures of Poisson autoregressions

Computational Statistics and Data Analysis

Volumn 51, Issue 11, 2007, Pages 5266-5294

  Carvalho, Alexandre X ^a,b   Tanner, Martin A ^a,b  

^a Institute of Applied Economics Research   (Brazil)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Count data; Maximum likelihood estimation; Mixtures of experts; Nonlinear time series; Poisson regression

Indexed keywords

MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; POISSON DISTRIBUTION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; VECTOR QUANTIZATION;

COUNT DATA; MIXTURES-OF-EXPERTS; NONLINEAR TIME SERIES; POISSON REGRESSION;

NONLINEAR SYSTEMS;

EID: 34247850854     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.09.032     Document Type: Article

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