tscount: An R package for analysis of count time series following generalized linear models

T Liboschik, K Fokianos, R Fried - Journal of Statistical Software, 2017 - jstatsoft.org
The R package tscount provides likelihood-based estimation methods for analysis and
modeling of count time series following generalized linear models. This is a flexible class of …

Quasi‐likelihood inference for negative binomial time series models

V Christou, K Fokianos - Journal of Time Series Analysis, 2014 - Wiley Online Library
We study inference and diagnostics for count time series regression models that include a
feedback mechanism. In particular, we are interested in negative binomial processes for …

Count time series models

K Fokianos - Handbook of statistics, 2012 - Elsevier
We review regression models for count time series. We discuss the approach that is based
on generalized linear models and the class of integer autoregressive processes. The …

Forecasting emergency medical service call arrival rates

DS Matteson, MW McLean, DB Woodard… - 2011 - projecteuclid.org
Forecasting emergency medical service call arrival rates Page 1 The Annals of Applied
Statistics 2011, Vol. 5, No. 2B, 1379–1406 DOI: 10.1214/10-AOAS442 © Institute of …

The glarma package for observation-driven time series regression of counts

WTM Dunsmuir, DJ Scott - Journal of Statistical Software, 2015 - jstatsoft.org
We review the theory and application of generalized linear autoregressive moving average
observation-driven models for time series of counts with explanatory variables and describe …

Multivariate count autoregression

K Fokianos, B Støve, D Tjøstheim, P Doukhan - 2020 - projecteuclid.org
Multivariate count autoregression Page 1 Bernoulli 26(1), 2020, 471–499 https://doi.org/10.3150/19-BEJ1132
Multivariate count autoregression KONSTANTINOS FOKIANOS1, BÅRD STØVE2,*, DAG …

Self-excited threshold Poisson autoregression

C Wang, H Liu, JF Yao, RA Davis… - Journal of the American …, 2014 - Taylor & Francis
This article studies theory and inference of an observation-driven model for time series of
counts. It is assumed that the observations follow a Poisson distribution conditioned on an …

[HTML][HTML] Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

R Douc, P Doukhan, E Moulines - Stochastic Processes and their …, 2013 - Elsevier
This paper deals with a general class of observation-driven time series models with a
special focus on time series of counts. We provide conditions under which there exist strict …

Multivariate count time series modelling

K Fokianos - Econometrics and Statistics, 2021 - Elsevier
Autoregressive models are reviewed for the analysis of multivariate count time series. A
particular topic of interest which is discussed in detail is that of the choice of a suitable …

[PDF][PDF] Poisson network autoregression

M Armillotta, K Fokianos - arXiv preprint arXiv:2104.06296, 2021 - researchgate.net
We consider network autoregressive models for count data with a non-random
neighborhood structure. The main methodological contribution is the development of …