Generalized linear time series regression

DOI10.1093/BIOMET/ASR044zbMATH Open1228.62111OpenAlexW2024098530MaRDI QIDQ3107989FDOQ3107989

Authors: Enno Mammen, Jens Perch Nielsen, Bernd Fitzenberger 

Publication date: 28 December 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asr044

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zbMATH Keywords

cross-sectionlatent time series

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• Fixed-design regression for linear time series

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