Log-linear Poisson autoregression

Journal of Multivariate Analysis

Volumn 102, Issue 3, 2011, Pages 563-578

  Fokianos, Konstantinos ^a   Tjøstheim, Dag ^b  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b UNIVERSITY OF BERGEN   (Norway)

Author keywords

Autocorrelation; Covariates; Ergodicity; Generalized linear models; Perturbation; Prediction; Primary; Secondary; Stationarity; Volatility

Indexed keywords

EID: 78651247722     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.11.002     Document Type: Article

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