Markov Poisson regression models for discrete time series. Part 1: Methodology

DOI10.1080/02664769922098MaRDI QIDQ4935477zbMATHOpenAlexFDO

Authors Peiming Wang, Martin L. Puterman

Publication date 10 April 2003

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664769922098

zbMATH Keywords

model selectiontime seriesfinite-state Markov chainsbootstrap confidence intervals

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• A new look at the statistical model identification
• A sieve estimator for the mean of a Gaussian process
• Estimating the dimension of a model
• Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
• Identifiability of Finite Mixtures
• Identifiability of Mixtures
• Markov Poisson regression models for discrete time series. Part 2: Applications
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• Maximum-likelihood estimation for hidden Markov models
• Mixed Poisson Regression Models with Covariate Dependent Rates

Cited in

(25)

• scientific article; zbMATH DE number 1741810 (Why is no real title available?)
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• Estimation for mixtures of Markov processes.
• Markov and the Duchy of Savoy: segmenting a century with regime-switching models
• A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
• Testing for two components in a switching regression model
• Time series modeling by a regression approach based on a latent process
• Fitting Poisson time-series models using bivariate mixture transition distributions
• Mixture Markov regression model with application to mosquito surveillance data analysis
• Logistic regression and other discrete data models for serially correlated observations
• Segmentation of mortality surfaces by hidden Markov models
• Markov zero-inflated Poisson regression models for a time series of counts with excess zeros
• Modelling correlated count data with covariates
• Hierarchical Markov-switching models for multivariate integer-valued time-series
• Covariate-modulated large-scale multiple testing under dependence
• Multivariate Poisson hidden Markov models with a case study of modelling seismicity
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Markov-switching generalized additive models
• Applications of Poisson-hidden Markov model
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Markov Poisson regression models for discrete time series. Part 2: Applications
• scientific article; zbMATH DE number 775725 (Why is no real title available?)
• A markov regression model for the analysis of the postpartum lactational amenorrhea
• Hidden Markov models with applications in cell adhesion experiments

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