Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
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Publication:398202
DOI10.1214/12-BJPS204zbMath1319.62194MaRDI QIDQ398202
R. Prabhakar Rao, Vandna Jowaheer, Brajendra Chandra Sutradhar
Publication date: 12 August 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1396615439
regression parametersconditional autocorrelationsconsistency and efficiencygeneralized quasi-likelihood estimating equationsnonstationary countsrandom effects causing overdispersion
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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