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Poisson Autoregression
Konstantinos Fokianos,
Anders Christian Rahbek
, Dag Tjøstheim
Department of Economics
2156
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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%