A state space model for multivariate longitudinal count data

DOI10.1093/BIOMET/86.1.169MaRDI QIDQ4238081zbMATH OpenOpenAlexFDO

Authors Bent Jørgensen, Søren Lundbye-Christensen, Peter X.-K. Song, Li Sun

Publication date 26 May 1999

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/86.1.169

zbMATH Keywords

EM algorithmestimation functiongeneralised line modelKalman filterKalman smootherlatent processmixed Poisson distributionoverdispersionregression modelresidual analysistime-varying covariate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(32)

• Sequential Bayesian analysis of multivariate count data
• Limit theorems for regression models of time series of counts
• Statistical analysis of multivariate discrete-valued time series
• An introduction to Bent Jørgensen's ideas
• Hidden three-state survival model for bivariate longitudinal count data
• An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data
• A statistical framework for the analysis of multivariate infectious disease surveillance counts
• A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
• Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model
• Stationary state space models for longitudinal data
• On latent process models in multi-dimensional space
• Monte Carlo Kalman filter and smoothing for multivariate discrete state space models
• Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
• Estimation of zero-inflated parameter-driven models via data cloning
• Analysis of longitudinal count data with serial correlation
• Longitudinal Poisson modeling: an application for CD4 counting in HIV-infected patients
• Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects
• On Parameter Estimation for Exponential Dispersion Arma Models
• State‐space models for multivariate longitudinal data of mixed types
• Count Time Series: A Methodological Review
• Multivariate online regression analysis with heterogeneous streaming data
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
• Cyber risk modeling: a discrete multivariate count process approach
• A dynamic count process
• A bivariate autoregressive Poisson model and its application to asthma-related emergency room visits
• Forecasting natural disaster frequencies using nonstationary count time series models
• Mixing properties of non-stationary multi-variate count processes
• Correlated gamma-based hidden Markov model for the smart asthma management based on rescue inhaler usage
• Tweedie family of generalized linear models with distribution-free random effects for skewed longitudinal data
• Filtering the intensity of public concern from social media count data with jumps
• Efficient Importance Variational Approximations for State Space Models
• State space mixed models for longitudinal observations with binary and binomial responses

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