Some recent theory for autoregressive count time series

Nonlinear Poisson autoregression

(2012) Konstantinos Fokianos et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

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

Efficient probabilistic forecasts for counts

(2011) Brendan P. M. McCabe et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

On the autopersistence functions and the autopersistence graphs of binary autoregressive time series

(2011) Chao Wang et al.   JOURNAL OF TIME SERIES ANALYSIS

Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity

(2010) Robert C. Jung et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Log-linear Poisson autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Poisson Autoregression

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

Interventions in INGARCH processes

(2010) Konstantinos Fokianos et al.   JOURNAL OF TIME SERIES ANALYSIS

Predictive Model Assessment for Count Data

(2009) Claudia Czado et al.   BIOMETRICS

A new look at time series of counts

(2009) Y. Cui et al.   BIOMETRIKA

Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models

(2009) Feike C. Drost et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Thinning operations for modeling time series of counts—a survey

(2008) Christian H. Weiß   AStA-Advances in Statistical Analysis

ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS

(2008) Mika Meitz et al.   ECONOMETRIC THEORY

Note on integer-valued bilinear time series models

(2007) Feike C. Drost et al.   STATISTICS & PROBABILITY LETTERS