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Poisson Autoregression
Konstantinos Fokianos,
Anders Christian Rahbek
, Dag Tjøstheim
Department of Economics
177
Citations (Scopus)
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Mathematics
Asymptotic Covariance Matrix
29%
Asymptotic distribution
19%
Autoregression
83%
Autoregressive Model
24%
Conditional Heteroscedasticity
33%
Conditional Model
29%
Conditional Variance
29%
Consistent Estimator
25%
Ergodicity
23%
Estimate
10%
Formulation
14%
Geometric Ergodicity
95%
Integer
11%
Interpretation
16%
Irreducibility
25%
Likelihood
19%
Linear Model
19%
Linearly
18%
Maximum Likelihood Estimator
19%
Model
14%
Nonlinear Function
22%
Observation
14%
Perturbation
31%
Poisson Model
50%
Poisson process
22%
Siméon Denis Poisson
54%
Time series
20%
Vanish
19%
Business & Economics
Asymptotic Distribution
19%
Autoregression
88%
Conditional Variance
19%
Covariance Matrix
18%
Ergodicity
100%
Estimator
13%
Generalized Autoregressive Conditional Heteroscedasticity
21%
Inference
14%
Integer
16%
Maximum Likelihood Estimator
20%
Perturbation
38%
Poisson Model
47%
Poisson Process
19%