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Poisson Autoregression
Konstantinos Fokianos,
Anders Christian Rahbek
, Dag Tjøstheim
Department of Economics
2156
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Mathematics
Asymptotic distribution
20%
Autoregression
87%
Autoregressive Model
25%
Conditional Model
30%
Conditional Variance
30%
Consistent Estimator
26%
Ergodicity
24%
Estimate
10%
Formulation
14%
GARCH
30%
Geometric Ergodicity
100%
Integer
12%
Interpretation
16%
Irreducibility
26%
Likelihood
20%
Linear Model
20%
Linearly
18%
Maximum Likelihood Estimator
20%
Model
15%
Nonlinear Function
47%
Observation
15%
Perturbation
32%
Poisson Model
52%
Poisson process
23%
Simulation
14%
Siméon Denis Poisson
57%
Time series
21%
Transactions
29%
Vanish
20%