Partial Likelihood Inference For Time Series Following Generalized Linear Models

DOI10.1046/J.0143-9782.2003.00344.XMaRDI QIDQ4828176zbMATH OpenOpenAlexFDO

Authors Konstantinos Fokianos, Benjamin Kedem-Kimelfeld

Publication date 24 November 2004

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1046/j.0143-9782.2003.00344.x

zbMATH Keywords

time seriesgeneralized linear modelsconditional inferencepartial likelihood inference

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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Cited in

(37)

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• Time series regression models for zero-inflated proportions
• Dependence on a collection of Poisson random variables
• Profile least squares estimation of a partially linear time trend model with weakly dependent data
• Some recent progress in count time series
• Copula directional dependence of discrete time series marginals
• Stationary state space models for longitudinal data
• Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data
• Interventions in log-linear Poisson autoregression
• A parameter-driven logit regression model for binary time series
• GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
• Interventions in INGARCH processes
• Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling
• Regression models for binary time series with gaps
• Count Time Series: A Methodological Review
• Log-linear Poisson autoregression
• Regression models for ordinal categorical time series data
• Beta autoregressive fractionally integrated moving average models
• Zero-modified count time series modeling with an application to influenza cases
• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• Autoregressive and moving average models for zero‐inflated count time series
• SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure
• Beta seasonal autoregressive moving average models
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• Some recent theory for autoregressive count time series
• Statistical modelling of COVID-19 data: putting generalized additive models to work
• Markov regression models for count time series with excess zeros: a partial likelihood approach
• A new look at the models for ordinal categorical data analysis
• Structural Laplace Transform and Compound Autoregressive Models
• scientific article; zbMATH DE number 774845 (Why is no real title available?)
• Efficient estimation method for generalized ARFIMA models
• Estimation of regression and dynamic dependence parameters for non-stationary multinomial time series

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Uses Software

• Fahrmeir
• S-PLUS
• R

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