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  • Search: subject:"Markov Chain EM algorithm"
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Year of publication
Subject
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Imputation 1 Markov Chain EM algorithm 1 discrete valued time series 1 mixed Poisson 1
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Free 1
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Book / Working Paper 1
Language
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English 1
Author
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Andersson, Jonas 1 Karlis, Dimitris 1
Institution
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1
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Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1
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RePEc 1
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Treating missing values in INAR(1) models
Andersson, Jonas; Karlis, Dimitris - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2008
Time series models for count data have found increased interest in recent days. The existing literature refers to the case of data that have been fully observed. In the present paper, methods for estimating the parameters of the first-order integer-valued autoregressive model in the presence of...
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