GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
DOI10.1111/J.1467-9892.2007.00570.XzbMATH Open1164.62048OpenAlexW2023846227MaRDI QIDQ3608202FDOQ3608202
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
Recommendations
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Time series count data regression
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
- A GQL-based inference in non-stationary BINMA(1) time series
Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Analysis of low count time series data by poisson autoregression
- Observation-driven models for Poisson counts
- Title not available (Why is that?)
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- Multivariate statistical modelling based on generalized linear models.
- Some ARMA models for dependent sequences of poisson counts
- Extended Generalized Estimating Equations for Clustered Data
- An overview on regression models for discrete longitudinal responses
- On autocorrelation in a Poisson regression model
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Title not available (Why is that?)
- On approximate likelihood inference in a poisson mixed model
Cited In (15)
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Multiple categorical covariates-based multinomial dynamic response model
- 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
Uses Software
This page was built for publication: GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608202)
