Theory and inference for a class of nonlinear models with application to time series of counts
By Richard A. Davis, Heng Liu. 2016
91 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/534f28455ff27b17bbfff0c7cdeb6a1cc05a22c6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Konstantinos Fokianos
- Harry Joe
- Richard A. Davis
- Scott H. Holan
- A. C. Davison
- Haijun Li
- Thomas Mikosch
- Claudia Klüppelberg
In Finance
- Konstantinos Fokianos
- Richard A. Davis
- Harry Joe
- Vladas Pipiras
- Robert B. Lund
- Scott H. Holan
- Claudia Czado
- Aristidis K. Nikoloulopoulos
Citations in the corpus
- Count Time Series: A Methodological Review (2021, methodology): “Extensions to general one-parameter exponential families and to nonlinear dynamics for {λt} are studied in Davis and Liu (2016).”