Hybrid estimation procedure of Poisson autoregressive PAR(p) model using backfitting algorithm

Abstract (A Poisson autoregressive PAR(p) model that accounts for discreteness and autocorrelation of count time series data is usually estimated within the context of stat-space modelling framework. However, the complexity of dependencies exhibited by count time series data also complicates maximum...

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Bibliographic Details

Main Author:	Redondo, Paolo Victor Tamoro (Author)
Format:	Thesis
Language:	English
Subjects:	Forecasting. Time-series analysis.