On count time series prediction

A goodness-of-fit test for Poisson count processes

(2013) Konstantinos Fokianos et al.   Electronic Journal of Statistics

On weak dependence conditions for Poisson autoregressions

(2012) Paul Doukhan et al.   STATISTICS & PROBABILITY LETTERS

Absolute regularity and ergodicity of Poisson count processes

(2011) Michael H. Neumann   BERNOULLI

Useful models for time series of counts or simply wrong ones?

(2010) Robert C. Jung et al.   AStA-Advances in Statistical Analysis

Poisson Autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A negative binomial integer-valued GARCH model

(2010) Fukang Zhu   JOURNAL OF TIME SERIES ANALYSIS

Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

(2009) Jean-Marc Bardet et al.   ANNALS OF STATISTICS

Specification testing in nonlinear and nonstationary time series autoregression

(2009) Jiti Gao et al.   ANNALS OF STATISTICS

Predictive Model Assessment for Count Data

(2009) Claudia Czado et al.   BIOMETRICS