Time Series Models Based on Generalized Linear Models: Some Further Results

DOI10.2307/2533393zbMATH Open0825.62606OpenAlexW2043589064WikidataQ72147197 ScholiaQ72147197MaRDI QIDQ4842841FDOQ4842841

Authors:

Publication date: 28 November 1995

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2533393

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cited In (46)

• Exact Bayesian designs for count time series
• Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
• Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series
• Inflated beta autoregressive moving average models
• Transformed GARMA model: Properties and simulations
• On some properties of autopersistence functions and autopersistence graphs
• Nonlinear Poisson autoregression
• Stationarity of generalized autoregressive moving average models
• The focussed information criterion for generalised linear regression models for time series
• The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random)
• Time series of count data: a review, empirical comparisons and data analysis
• Observation-driven models for discrete-valued time series
• Some recent progress in count time series
• Monitoring parameter shift with Poisson integer-valued GARCH models
• A Bernoulli autoregressive moving average model applied to rainfall occurrence
• Forecasting binary outcomes in soccer
• Time series analysis of hybrid neurophysiological data and application of mutual information
• Transformed symmetric generalized autoregressive moving average models
• Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data
• Interventions in log-linear Poisson autoregression
• Forecasting of Categorical Time Series Using a Regression Model
• Interventions in INGARCH processes
• Reduced-rank vector generalized linear models
• Modeling nonlinearities with mixtures-of-experts of time series models
• Robust estimation methods for a class of log-linear count time series models
• Predictive analytics model for healthcare planning and scheduling
• Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling
• A spatio-temporal model for the analysis and prediction of fine particulate matter concentration in Beijing
• Count Time Series: A Methodological Review
• Regression models for binary time series with gaps
• On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
• Log-linear Poisson autoregression
• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
• Zero-modified count time series modeling with an application to influenza cases
• Autoregressive and moving average models for zero‐inflated count time series
• Beta autoregressive fractionally integrated moving average models
• Beta seasonal autoregressive moving average models
• Applied regression analysis bibliography update 1994-97
• Beta autoregressive moving average models
• Some recent theory for autoregressive count time series
• Parameter Change Test for Poisson Autoregressive Models
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• Efficient estimation method for generalized ARFIMA models
• Prediction and classification of non-stationary categorical time series
• Modeling nonlinear time series with local mixtures of generalized linear models
• Assessing the impact of a movement network on the spatiotemporal spread of infectious diseases

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