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Poisson Autoregression
Konstantinos Fokianos,
Anders Christian Rahbek
, Dag Tjøstheim
Department of Economics
177
Citations (Scopus)
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Keyphrases
Geometric Ergodicity
100%
Poisson Autoregression
100%
Conditional Mean
66%
Original Model
33%
Likelihood-free Inference
33%
Poisson Process
33%
Irreducibility
33%
Poisson Model
33%
Conditional Variance
33%
Nonlinear Function
33%
Consistent Estimator
33%
Maximum Likelihood Estimator
33%
Markov Theory
33%
Parameter Estimation
33%
Linear Case
33%
Asymptotic Distribution
33%
Conditional Poisson Model
33%
Model Formulation
33%
Mathematics
Asymptotic Covariance Matrix
25%
Heteroscedasticity
25%