tsglm
for more details on the usage of the package. There is a vignette available which introduces the functionality of the package and its underlying statistical methods (vignette("tsglm", package="tscount")
).
Christou, V. and Fokianos, K. (2015) Estimation and testing linearity for non-linear mixed poisson autoregressions. Electronic Journal of Statistics 9, 1357--1377, http://dx.doi.org/10.1214/15-EJS1044.
Ferland, R., Latour, A. and Oraichi, D. (2006) Integer-valued GARCH process. Journal of Time Series Analysis 27(6), 923--942, http://dx.doi.org/10.1111/j.1467-9892.2006.00496.x.
Fokianos, K. and Fried, R. (2010) Interventions in INGARCH processes. Journal of Time Series Analysis 31(3), 210--225, http://dx.doi.org/10.1111/j.1467-9892.2010.00657.x.
Fokianos, K., and Fried, R. (2012) Interventions in log-linear Poisson autoregression. Statistical Modelling 12(4), 299--322. http://dx.doi.org/10.1177/1471082X1201200401.
Fokianos, K., Rahbek, A. and Tjostheim, D. (2009) Poisson autoregression. Journal of the American Statistical Association 104(488), 1430--1439, http://dx.doi.org/10.1198/jasa.2009.tm08270.
Fokianos, K. and Tjostheim, D. (2011) Log-linear Poisson autoregression. Journal of Multivariate Analysis 102(3), 563--578, http://dx.doi.org/10.1016/j.jmva.2010.11.002.
Liboschik, T., Kerschke, P., Fokianos, K. and Fried, R. (2014) Modelling interventions in INGARCH processes. International Journal of Computer Mathematics (published online), http://dx.doi.org/10.1080/00207160.2014.949250.