Estimation of Poisson autoregressive model for multiple time series
A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modeling framework through an extended Kalman filter. However, because of the complex dependencies in count time series, estimation becomes more ch...
| Cyhoeddwyd yn: | Philippine Journal of Science Vol. 151, no. 2 (Apr. 2022), 563-574 |
|---|---|
| Prif Awdur: | |
| Awduron Eraill: | , |
| Fformat: | Erthygl |
| Cyhoeddwyd: |
2022
|
| Pynciau: |