Poisson autoregressive hidden Markov process with Poisson regression type measurement

Abstract (Count time series data is usually represented by Integer-valued autoregressive (INAR), Poisson exponentially weighted moving average (PEWMA), or Poisson autoregressive (PAR) models. However, these models assume that the data are correctly measured. We propose to estimate a PAR model assumi...

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Библиографические подробности

Главный автор:	Ragas, Ruzzel D.
Формат:	Диссертация
Язык:	English
Предметы:	Count Time Series. Hidden Markov Model. Poisson Autoregressive. Poisson Regression. Data Cloning. Particle Filter.