651. Integer-valued time series
- Author
-
Fokianos, Konstantinos and Fokianos, Konstantinos [0000-0002-0051-711X]
- Subjects
Statistics and Probability ,Generalized linear model ,Theoretical computer science ,Time series ,Series (mathematics) ,business.industry ,Computer science ,Computation ,Time-series data ,Inference ,Machine learning ,computer.software_genre ,Software ,Artificial intelligence ,business ,computer ,Diverse applications ,Integer (computer science) - Abstract
Integer-valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear models turns out to provide a sound framework for modeling and estimation whereby all computations are carried out by well-established software. I review this area of research and propose some other models. © 2009 John Wiley & Sons, Inc. 1 3 361 364
- Published
- 2009