Generalized linear time series regression

DOI10.1093/BIOMET/ASR044MaRDI QIDQ3107989zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Jens Perch Nielsen, Bernd Fitzenberger

Publication date 28 December 2011

Published in Biometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

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)

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(1)

• Fixed-design regression for linear time series

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