Pages that link to "Item:Q398202"
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The following pages link to Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data (Q398202):
Displaying 12 items.
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Inferences in longitudinal count data models with measurement errors in time dependent covariates (Q505995) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion (Q1669695) (← links)
- Analyzing the full BINMA time series process using a robust GQL approach (Q1695684) (← links)
- Inferences in semi-parametric dynamic mixed models for longitudinal count data (Q1695762) (← links)
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data (Q1993508) (← links)
- BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices (Q2176343) (← links)
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations (Q2323262) (← links)
- Improved mixed model for longitudinal data analysis using shrinkage method (Q2418465) (← links)
- Computing with bivariate COM-Poisson model under different copulas (Q2628132) (← links)
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties (Q6167979) (← links)
