A negative binomial model for time series of counts
By Richard A. Davis, Rongning Wu. 2009
151 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/1a97256182a8853983f5afa1b2de6aabbb4b8420
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Konstantinos Fokianos
- Fukang Zhu
- Richard A. Davis
- V. Christou
- Michael H. Neumann
- Robert B. Lund
- Harry Joe
- Roland Fried
In Statistics and Probability
- Konstantinos Fokianos
- Fukang Zhu
- Richard A. Davis
- V. Christou
- Sangyeol Lee
- Roland Fried
- Robert B. Lund
- Michael H. Neumann
Citations in the corpus
- Count Time Series Models (2012, methodology): “In the context of negative binomial regression, the latent process model (38) has been extended by Davis and Wu (2009).”
- QUASI‐LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (2013, methodology): “In particular, we study observation-driven models, as opposed to Davis and Wu (2009) who studied parameter-driven models (for a classification between observation- and parameter-driven models, see Cox, 1981).”
- Count Time Series: A Methodological Review (2021, background): “Details can be found in Davis, Dunsmuir, and Wang (2000) and Davis and Wu (2009).”
- Some recent progress in count time series (2011, background): “See Harvey and Fernandes [15], MacDonald and Zucchini [16] and Davis and Wu [17], among other authors.”
- Absolute regularity and ergodicity of Poisson count processes (2011, background): “There are possible applications in various fields, such as biometrics, econometrics and finance; see Davis, Dunsmuir and Wang [9] and Davis and Wu [10] for examples.”
- A negative binomial integer‐valued GARCH model (2011, methodology): “Other authors who considered this set of data include Benjamin et al. (2003), Heinen (2003) and Davis and Wu (2009).”
- Interventions in log-linear Poisson autoregression (2012, background): “6.1) and more recently Zheng et al. (2006) and Davis and Wu (2009).”