Markov Poisson regression models for discrete time series. Part 1: Methodology (Q4935477): Difference between revisions

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+A new look at the statistical model identification
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+A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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+A sieve estimator for the mean of a Gaussian process
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+Maximum-likelihood estimation for hidden Markov models
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+Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
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+Estimating the dimension of a model
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+Identifiability of Mixtures
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+Identifiability of Finite Mixtures
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+Markov Poisson regression models for discrete time series. Part 2: Applications
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+Mixed Poisson Regression Models with Covariate Dependent Rates
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+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
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