Markov Poisson regression models for discrete time series. Part 1: Methodology
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DOI10.1080/02664769922098zbMATH Open1008.62088OpenAlexW2059158598MaRDI QIDQ4935477FDOQ4935477
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
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- Markov Poisson regression models for discrete time series. Part 2: Applications
Cited In (25)
- Fitting Poisson time-series models using bivariate mixture transition distributions
- A markov regression model for the analysis of the postpartum lactational amenorrhea
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- Title not available (Why is that?)
- Estimation for mixtures of Markov processes.
- Segmentation of mortality surfaces by hidden Markov models
- Hidden Markov models with applications in cell adhesion experiments
- A parametric model for discrete-valued time series
- Modelling correlated count data with covariates
- Markov-correlated Poisson processes
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Markov and the Duchy of Savoy: segmenting a century with regime-switching models
- Logistic regression and other discrete data models for serially correlated observations
- Mixture Markov regression model with application to mosquito surveillance data analysis
- A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
- Markov Poisson regression models for discrete time series. Part 2: Applications
- Multivariate Poisson hidden Markov models with a case study of modelling seismicity
- Applications of Poisson-hidden Markov model
- Covariate-modulated large-scale multiple testing under dependence
- Title not available (Why is that?)
- Time series modeling by a regression approach based on a latent process
- Markov zero-inflated Poisson regression models for a time series of counts with excess zeros
- Title not available (Why is that?)
- Testing for two components in a switching regression model
- Markov-switching generalized additive models
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