Markov Regression Models for Time Series: A Quasi-Likelihood Approach

DOI10.2307/2531732zbMATH Open0715.62166OpenAlexW2009632219WikidataQ67241936 ScholiaQ67241936MaRDI QIDQ3201439FDOQ3201439

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

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zbMATH Keywords

Markov modelsregressiontime seriesgeneralized linear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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• Nonlinear Poisson autoregression
• Stationarity of generalized autoregressive moving average models
• On binary and categorical time series models with feedback
• Longitudinal analysis of repeated binary data using autoregressive and random effect modelling
• The focussed information criterion for generalised linear regression models for time series
• Joint modeling of recurrent event processes and intermittently observed time-varying binary covariate processes
• Useful models for time series of counts or simply wrong ones?
• Observation-driven models for discrete-valued time series
• Fitting timeseries by continuous-time Markov chains: a quadratic programming approach
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• Tests for serial correlation and overdispersion in a count data regression model^∗
• A Non-Gaussian Model for Time Series with Pulses
• Some recent progress in count time series
• Pitfalls in market timing test
• Smoothing non-Gaussian time series with autoregressive structure.
• Nonparametric estimation equations for time series data.
• Time series count data regression
• Copula directional dependence of discrete time series marginals
• Logistic regression with random coefficients
• Poisson QMLE of count time series models
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
• A statistical framework for the analysis of multivariate infectious disease surveillance counts
• Statistical analysis of discrete-valued time series using categorical ARMA models
• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes
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• On variance estimation in a negative binomial time series regression model
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• Mixture Markov regression model with application to mosquito surveillance data analysis
• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
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• On categorical time series models with covariates
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• An analysis of Chinese Super League partial results
• Partial residuals in cumulative regression models for ordinal data
• Autoregressive and moving average models for zero‐inflated count time series
• Beta autoregressive fractionally integrated moving average models
• Credit portfolios, credibility theory, and dynamic empirical Bayes
• Beta seasonal autoregressive moving average models
• Estimation in integer-valued moving average models
• ML, PL, QL in Markov Chain Models
• Estimation and testing linearity for non-linear mixed Poisson autoregressions
• Markov Poisson regression models for discrete time series. Part 1: Methodology
• An INAR(1) negative multinomial regression model for longitudinal count data
• Beta autoregressive moving average models
• Markov structure based logistic regression for repeated measures: an application to diabetes mellitus data
• A non-stationary integer-valued autoregressive model
• Some recent theory for autoregressive count time series
• Generalized RCINAR(1) Process with Signed Thinning Operator
• Parameter Change Test for Poisson Autoregressive Models
• Markov zero-inflated Poisson regression models for a time series of counts with excess zeros
• Markov regression models for count time series with excess zeros: a partial likelihood approach
• Auxiliary mixture sampling with applications to logistic models
• A generalized Gaussian process model for computer experiments with binary time series
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• A markov regression model for the analysis of the postpartum lactational amenorrhea
• Exact Bayesian designs for count time series
• Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data
• Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series
• Inflated beta autoregressive moving average models
• Bayesian log-linear beta-negative binomial integer-valued GARCH model
• A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES
• The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random)
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• A comparison of methods for simulating correlated binary variables with specified marginal means and correlations
• The focused information criterion for logistic time series regression models under locally biased estimating functions
• Assessment of Model Adequacy for Markov Regression Time Series Models
• Monitoring parameter shift with Poisson integer-valued GARCH models
• Early warning CUSUM plans for surveillance of negative binomial daily disease counts
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• On Some Properties of Autopersistence Functions and Autopersistence Graphs
• Extended Logistic Regression Model for Studies with Interrupted Events, Seasonal Trend, and Serial Correlation
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• Stationarity and ergodic properties for some observation-driven models in random environments
• Marginalized models for longitudinal count data
• Forecasting of Categorical Time Series Using a Regression Model
• Statistical analysis of multivariate discrete-valued time series

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