Modeling nonlinear time series with local mixtures of generalized linear models
DOI10.1002/CJS.5540330108zbMATH Open1063.62121OpenAlexW2045019767MaRDI QIDQ3023645FDOQ3023645
Authors: Alexandre X. Carvalho, Martin A. Tanner 
Publication date: 5 July 2005
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5540330108
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12)
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Cited In (17)
- Temporally local maximum likelihood with application to SIS model
- On convergence rates of mixtures of polynomial experts
- Local Global Neural Networks
- Theory and inference for a class of nonlinear models with application to time series of counts
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- A Bayesian nonparametric Markovian model for non-stationary time series
- Generalised structured models
- Modeling nonlinearities with mixtures-of-experts of time series models
- Dynamic Mixture of Experts Models for Online Prediction
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- On a mixture vector autoregressive model
- Time series mixtures of generalized \(t\) experts: ML estimation and an application to stock return density forecasting
- Mixtures of nonlinear Poisson autoregressions
- Maximum likelihood estimation of a generalized threshold stochastic regression model
- Autoregressive density modeling with the Gaussian process mixture transition distribution
- A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
- Bayesian nonparametric density autoregression with lag selection
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