Semiparametric regression for time series of counts

DOI10.1080/03610926.2012.750359MaRDI QIDQ5259107zbMATH OpenOpenAlexFDO

Authors Qin Wang, Rongning Wu

Publication date 24 June 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.750359

zbMATH Keywords

generalized linear modelautocorrelationgeneralized estimating equationlatent processsemiparametric regressionparameter-driven model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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Cites work

• A regression model for time series of counts
• Nonparametric estimation equations for time series data.
• On autocorrelation in a Poisson regression model
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
• Semiparametric regression for clustered data
• Time series count data regression

Cited in

(7)

• Limit theorems for regression models of time series of counts
• On variance estimation in a negative binomial time series regression model
• SEMIPARAMETRIC TIME SERIES REGRESSION
• A parameter-driven logit regression model for binary time series
• A regression model for time series of counts
• Semiparametric estimation of count regression models
• Modeling time series data with semi-reflective boundaries

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