On autocorrelation in a Poisson regression model

From MaRDI portal
Publication:4520216

DOI10.1093/biomet/87.3.491zbMath0956.62075OpenAlexW1982775866MaRDI QIDQ4520216

William T. M. Dunsmuir, Ying Wang, Richard A. Davis

Publication date: 11 March 2001

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/87.3.491



Related Items

Minimum density power divergence estimator for Poisson autoregressive models, Useful models for time series of counts or simply wrong ones?, ON PSEUDO-LIKELIHOOD INFERENCE IN THE BINARY LONGITUDINAL MIXED MODEL, Random rounded integer-valued autoregressive conditional heteroskedastic process, On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics, Test of parameter changes in a class of observation-driven models for count time series, APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001, Model selection for time series of count data, Parameter Change Test for Poisson Autoregressive Models, Dynamic model averaging adapted to dynamic regression models for time series of counts, On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data, Hierarchical Poisson models for spatial count data, Count Time Series: A Methodological Review, Marginal Estimation of Parameter Driven Binomial Time Series Models, Monitoring parameter shift with Poisson integer-valued GARCH models, Estimation of zero-inflated parameter-driven models via data cloning, Marginal analysis of longitudinal count data in long sequences: methods and applications to a driving study, A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application, Blockwise empirical likelihood for time series of counts, Tail approximations of integrals of Gaussian random fields, Testing for presence of a latent process in count series, On latent process models in multi-dimensional space, Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes, On variance estimation in a negative binomial time series regression model, On familial longitudinal Poisson mixed models with gamma random effects., Quasi-Monte Carlo for highly structured generalised response models, A simulation comparison on spatial Poisson mixed models, A non-stationary integer-valued autoregressive model, Feasible parameter regions for alternative discrete state space models, Parameter change test for zero-inflated generalized Poisson autoregressive models, A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES, Change Detection in INAR(p) Processes Against Various Alternative Hypotheses, MCMC for Integer-Valued ARMA processes, Fisher information matrix of binary time series, Multivariate count autoregression, Pair-wise family-based correlation model for spatial count data, GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion, On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields, Exact Bayesian inference via data augmentation, Modelling correlated count data with covariates, Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis, Time series of count data: Modeling, estimation and diagnostics, Regression models for binary time series with gaps, A negative binomial integer-valued GARCH model, Statistical analysis of multivariate discrete-valued time series, Independence, successive and conditional likelihood for time series of counts, On the Density Functions of Integrals of Gaussian Random Fields, Time series regression for zero-inflated and overdispersed count data: a functional response model approach, The dimension-wise quadrature estimation of dynamic latent variable models for count data, Unnamed Item, Indirect inference for time series using the empirical characteristic function and control variates, Semiparametric Regression for Time Series of Counts