Search Results - subject:"Generalized Linear Models"

Are religious minorities deprived of public good provisions? : regional evidence from India

Pranab Kumar Das; Kar, Saibal - In: The journal of developing areas 50 (2016) 1, pp. 351-372

Persistent link: https://www.econbiz.de/10011576906

Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - School of Economics and Management, University of Aarhus - 2009

concerned. Keywords: asymptotic theory, count data, generalized linear models, geometric ergodicity, integer GARCH, likelihood …) by (2). Model (1) (or its rephrasing (2)) is related to the theory of generalized linear models for time series, see … comprehensive reviews. Such models have not been considered in the literature earlier in the context of generalized linear models …

Persistent link: https://www.econbiz.de/10005198856

Interventions in ingarch processes

Fokianos, Konstantions; Fried, Roland - 2009

We study the problem of intervention effects generating various types of outliers in a linear count time series model. This model belongs to the class of observation driven models and extends the class of Gaussian linear time series models within the exponential family framework. Studies about...

Persistent link: https://www.econbiz.de/10010316418