Aggregates of binary autoregressive processes converge to Poisson autoregression under rare-events scaling, providing a micro-foundation for Poisson count models.
On binary and categorical time series models with feedback.Journal of Multivariate Analysis,131, 209–228
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Generalized Autoregressive Multivariate Models: From Binary to Poisson
Aggregates of binary autoregressive processes converge to Poisson autoregression under rare-events scaling, providing a micro-foundation for Poisson count models.