Poisson Autoregression

Keyphrases

• Geometric Ergodicity 100%
• Poisson Autoregression 100%
• Nonlinear Function 66%
• Conditional Mean 66%
• Original Model 33%
• GARCH Process 33%
• Asymptotic Covariance 33%
• Poisson Process 33%
• Transaction Data 33%
• Irreducibility 33%
• Consistent Estimator 33%
• Markov Theory 33%
• Linear Case 33%
• Conditional Poisson Model 33%
• Integer-valued GARCH Model 33%

Mathematics

• Model Formulation 25%