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...
| Vydáno v: | Philippine Journal of Science Vol. 151, no. 2 (Apr. 2022), 563-574 |
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| Další autoři: | , |
| Resource Type: | Článek |
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2022
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