Monte Carlo EM Estimation for Time Series Models Involving Counts

DOI10.2307/2291149zbMath0819.62069OpenAlexW4242952199MaRDI QIDQ4836987

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Publication date: 30 August 1995

Full work available at URL: https://doi.org/10.2307/2291149

zbMATH Keywords

EM algorithmasymptotic efficiencystopping criterioncorrelation structuretime series of countsMCEM algorithmMonte Carlo estimationMonte Carlo EM algorithmMarkov chain samplinggeneralized regression modelparameter-driven modelslatent unobservable processespolio incidence time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic methods, stochastic differential equations (65C99)

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