A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com–Poisson data

DOI10.1112/S1461157015000339zbMath1338.65024MaRDI QIDQ2804226

Naushad Mamode Khan

Publication date: 28 April 2016

Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (5)

A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series ⋮ A BINAR(1) time-series model with cross-correlated COM–Poisson innovations ⋮ Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data ⋮ Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application ⋮ Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations

Cites Work

• Weighted Poisson distributions for overdispersion and underdispersion situations
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
• Analysing longitudinal count data with overdispersion
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model
• A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution

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