Monte Carlo EM Estimation for Time Series Models Involving Counts
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Publication:4836987
DOI10.2307/2291149zbMath0819.62069MaRDI QIDQ4836987
No author found.
Publication date: 30 August 1995
Full work available at URL: https://doi.org/10.2307/2291149
EM algorithm; asymptotic efficiency; stopping criterion; correlation structure; time series of counts; MCEM algorithm; Monte Carlo estimation; Monte Carlo EM algorithm; Markov chain sampling; generalized regression model; parameter-driven models; latent unobservable processes; polio incidence time series
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
65C99: Probabilistic methods, stochastic differential equations
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