A model for integer-valued time series with conditional overdispersion

Computational Statistics and Data Analysis

Volumn 56, Issue 12, 2012, Pages 4229-4242

  Xu, Hai Yan ^a,b   Xie, Min ^a,c   Goh, Thong Ngee ^a   Fu, Xiuju ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b INSTITUTE OF HIGH PERFORMANCE COMPUTING   (Singapore)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Double Poisson; Generalized Poisson; Integer valued time series; Negative binomial; Overdispersed Poisson; Stationarity

Indexed keywords

DOUBLE POISSON; GENERALIZED POISSON; NEGATIVE BINOMIAL; OVERDISPERSED POISSON; STATIONARITY;

PARAMETER ESTIMATION;

TIME SERIES;

EID: 84864126079     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.04.011     Document Type: Article

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