Sparse Composite Likelihood Inference in Count Time Series

Project Information

SCouT

Grant agreement ID: 699980

DOI

10.3030/699980

Project closed

EC signature date 1 March 2016

Start date 1 June 2016

End date 31 May 2018

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost

€ 168 277,20

EU contribution

€ 168 277,20

Coordinated by

UNIVERSITA CA' FOSCARI VENEZIA
Italy

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Publications

Other (3)

An integer-valued time series model for multivariate surveillance

Author(s): Xanthi Pedeli and Dimitris Karlis
Published in: 2018
Publisher: Cornell University (arxiv.org)

Pairwise likelihood estimation of latent autoregressive count models

Author(s): Xanthi Pedeli and Cristiano Varin
Published in: 2018
Publisher: Cornell University (arXiV.org)

lacm: Latent Autoregressive Count Models

Author(s): Xanthi Pedeli and Cristiano Varin
Published in: 2018
Publisher: CRAN (https://cran.r-project.org/)

Conference proceedings (2)

The Pairwise Expectation Maximization Algorithm for Fitting Parameter-Driven Models

Author(s): Xanthi Pedeli and Cristiano Varin
Published in: Proceedings of the 32nd International Workshop on Statistical Modelling Volume I, Issue 3-7 July, 2017, 2017, Page(s) 196-199
Publisher: University of Groningen

Pairwise Likelihood Inference for Parameter-Driven Models

Author(s): Xanthi Pedeli and Cristiano Varin
Published in: SIS 2017 Statistics and Data Science: new challenges, new generations - Proceedings of the Conference of the Italian Statistical Society, Issue 28–30 June 2017, 2017, Page(s) 773-777
Publisher: FIRENZE UNIVERSITY PRESS