Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - Økonomisk Institut, Københavns Universitet - 2008
-canonical link function, count data, Poisson regression, likeli-
hood, geometric ergodicity, integer GARCH, `-irreducibility … generalized linear models for count time series, and they provide a flexible
framework for studying dependent count data. For …