Markov regression models for count time series with excess zeros: a partial likelihood approach

DOI10.1016/j.stamet.2013.02.001zbMath1486.62248MaRDI QIDQ1756183

Xianqiang Yang

Publication date: 14 January 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.02.001

zbMATH Keywords

EM algorithm; Poisson distribution; autoregressive; zero-inflation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J12: Generalized linear models (logistic models)