Analysis of Poisson varying-coefficient models with autoregression

DOI10.1080/02331888.2017.1353514MaRDI QIDQ4639147zbMATH OpenOpenAlexFDO

Authors Taeyoung Park, Seonghyun Jeong

Publication date 3 May 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1353514

zbMATH Keywords

Bayesian analysisdata-driven basis selectionfunctional relationshippartial collapsePoisson regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Estimation and testing for a Poisson autoregressive model
• Poisson autoregression
• On autocorrelation in a Poisson regression model
• ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA
• A robust approach for testing parameter change in Poisson autoregressive models
• Serial dependence and regression of Poisson INARMA models
• Inference and testing for structural change in general Poisson autoregressive models
• The Analysis of Rates Using Poisson Regression Models

Cites work

• A regression model for time series of counts
• Analysis of binary longitudinal data with time-varying effects
• Analysis of low count time series data by poisson autoregression
• Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia
• Bayesian semiparametric inference on functional relationships in linear mixed models
• Bayesian variable selection in Poisson change-point regression analysis
• Efficient Bayesian analysis of multivariate aggregate choices
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Efficient estimation of a semiparametric partially linear varying coefficient model
• First-order integer valued AR processes with zero inflated Poisson innovations
• Generalized varying coefficient models for longitudinal data
• Generalized varying coefficient models with unknown link function
• Generalized varying coefficient models: A smooth variable selection technique
• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences
• Mixtures of g Priors for Bayesian Variable Selection
• Model uncertainty
• Nonparametric regression using Bayesian variable selection
• Partially Collapsed Gibbs Samplers
• Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics
• Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• The Collapsed Gibbs Sampler in Bayesian Computations with Applications to a Gene Regulation Problem

Cited in

(8)

• On some properties of autoregressive conditional Poisson (ACP) models
• Time-varying auto-regressive models for count time-series
• Efficient and flexible model-based clustering of jumps in diffusion processes
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• Functional clustering methods for binary longitudinal data with temporal heterogeneity
• Model selection-based estimation for generalized additive models using mixtures of g-priors: towards systematization
• Serial dependence and regression of Poisson INARMA models

This page was built for publication: Analysis of Poisson varying-coefficient models with autoregression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4639147)