41 citations · 42 across the 2 of their papers we have counts for
2 papers
stat.ME2013★ 1 cited
Self-excited Threshold Poisson Autoregression
Chao Wang, Heng Liu, Jian-Feng Yao +2
This paper 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 a…
math.ST2012★ 41 cited
Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts
Richard A. Davis, Heng Liu
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter ex…