Latent Gaussian Count Time Series

Yisu Jia, Stefanos Kechagias, James Livsey, Robert Lund, Vladas Pipiras

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)596-606
Number of pages11
JournalJournal of the American Statistical Association
Volume118
Issue number541
DOIs
StatePublished - 2023

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Count distributions
  • Hermite expansions
  • Likelihood estimation
  • Particle filtering
  • Sequential Monte Carlo
  • State-space models

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