Markov Models for Count Time Series

Authored by: Joe Harry

Handbook of Discrete-Valued Time Series

Print publication date:  December  2015
Online publication date:  January  2016

Print ISBN: 9781466577732
eBook ISBN: 9781466577749
Adobe ISBN:

10.1201/b19485-4

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Abstract

The focus of this chapter is on the construction of count time series models based on thinning operators or a joint distribution on consecutive observations, and comparison of the properties of the resulting models.

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