Markov Regression Models for Time Series: A Quasi-Likelihood Approach
From MaRDI portal
Publication:3201439
DOI10.2307/2531732zbMath0715.62166WikidataQ67241936 ScholiaQ67241936MaRDI QIDQ3201439
Scott L. Zeger, Bahjat F. Qaqish
Publication date: 1988
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2531732
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J12: Generalized linear models (logistic models)
Related Items
Tests for serial correlation and overdispersion in a count data regression model∗, Time series count data regression, Markov Poisson regression models for discrete time series. Part 1: Methodology, Smoothing non-Gaussian time series with autoregressive structure., Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data, Partial residuals in cumulative regression models for ordinal data, Logistic regression with random coefficients, Quasi-likelihood models and optimal inference, Applied regression analysis bibliography update 1988-89, Transition (markov) models for the analysis of survival times in clinical research