GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion

DOI10.1111/J.1467-9892.2007.00570.XMaRDI QIDQ3608202zbMATH OpenOpenAlexFDO

Authors Taslim Sazzad Mallick, Brajendra C. Sutradhar

Publication date 28 February 2009

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2007.00570.x

zbMATH Keywords

consistencycount datarelative biaslongitudinal correlationsnegative binomial autoregression

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 1357299 (Why is no real title available?)
• An overview on regression models for discrete longitudinal responses
• Analysis of low count time series data by poisson autoregression
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Extended Generalized Estimating Equations for Clustered Data
• Multivariate statistical modelling based on generalized linear models.
• Observation-driven models for Poisson counts
• On approximate likelihood inference in a poisson mixed model
• On autocorrelation in a Poisson regression model
• Partial Likelihood Inference For Time Series Following Generalized Linear Models
• Some ARMA models for dependent sequences of poisson counts

Cited in

(15)

• Multiple categorical covariates-based multinomial dynamic response model
• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
• Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
• Estimation for unequally spaced time series of counts with serially correlated random effects.
• Analysis of short time series with an over-dispersion model
• Pair-wise family-based correlation model for spatial count data
• Conditional inference in linear versus nonlinear models for binary time series
• On quasi‐likelihood estimation for branching processes with immigration
• A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
• A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations
• BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
• Semi-parametric models for negative binomial panel data
• Inferences in longitudinal count data models with measurement errors in time dependent covariates
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
• Generalized quasi-likelihood estimation procedure for non-stationary over-dispersed longitudinal counts

Describes a project that uses

Uses Software

• Fahrmeir
• S-PLUS
• R

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