A regression model for time series of counts
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Publication:3799521
DOI10.1093/biomet/75.4.621zbMath0653.62064OpenAlexW2099726211MaRDI QIDQ3799521
Publication date: 1988
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/75.4.621
Poisson modeltime series of countsdependencequasilikelihoodlinear predictorAsymptotic propertiesregression coefficientslog linear modelparameter-driven modelsestimating equation approachfiltered least-squares algorithmiterative weighted least-squares algorithm
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Point estimation (62F10)
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