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

DOI10.1111/j.1467-9892.2007.00570.xzbMath1164.62048OpenAlexW2023846227MaRDI QIDQ3608202

Taslim Sazzad Mallick, Brajendra Chandra 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

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

Related Items (10)

A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations ⋮ Generalized quasi-likelihood estimation procedure for non-stationary over-dispersed longitudinal counts ⋮ A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion ⋮ BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices ⋮ A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series ⋮ Semi-parametric models for negative binomial panel data ⋮ Inferences in longitudinal count data models with measurement errors in time dependent covariates ⋮ Multiple categorical covariates-based multinomial dynamic response model ⋮ On quasi‐likelihood estimation for branching processes with immigration ⋮ Pair-wise family-based correlation model for spatial count data

Uses Software

• R
• S-PLUS
• Fahrmeir

Cites Work

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• An overview on regression models for discrete longitudinal responses
• Observation-driven models for Poisson counts
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Some ARMA models for dependent sequences of poisson counts
• On approximate likelihood inference in a poisson mixed model
• On autocorrelation in a Poisson regression model
• Extended Generalized Estimating Equations for Clustered Data
• Analysis of low count time series data by poisson autoregression
• Partial Likelihood Inference For Time Series Following Generalized Linear Models
• Multivariate statistical modelling based on generalized linear models.

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