Integer-valued time series

被引：0

作者：

Fokianos, Konstantinos ^{[1
]}

机构：

[1] Univ Cyprus, Dept Math & Stat, Nicosia 1678, Cyprus

来源：

WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS | 2009年 / 1卷 / 03期

关键词：

generalized linear models; likelihood; prediction; stationarity;

D O I：

10.1002/wics.47

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Integer-valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear models turns out to provide a sound framework for modeling and estimation whereby all computations are carried out by well-established software. I review this area of research and propose some other models. (C) 2009 John Wiley & Sons, Inc.

引用

页码：361 / 364

页数：4

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