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Truncated Poisson Regression for Time Series of Counts
Authors:Konstantinos Fokianos
Institution:University of Cyprus
Abstract:We consider partial likelihood analysis of a truncated Poisson regression model for time series of counts. We focus our attention on the study of asymptotic theory for the maximum partial likelihood estimator of a vector of regression parameters. Simulations and data analysis integrate the presentation.
Keywords:martingale  non-stationary  partial likelihood  random time dependent covariates  score
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