Stationary state space models for longitudinal data

DOI10.1002/CJS.5550350401MaRDI QIDQ3512627zbMATH OpenOpenAlexFDO

Authors Bent Jørgensen, Peter X.-K. Song

Publication date 21 July 2008

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.5550350401

zbMATH Keywords

estimating equationgeneralized linear modelstate space modelcompound Poisson processNewton scoring algorithmexponential dispersion modelKalman filter and smootherTweedie class

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 5183645 (Why is no real title available?)
• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• A regression model for time series of counts
• A state space model for multivariate longitudinal count data
• A two-stage model for multiple time series data of counts
• APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES
• An exponential moving-average sequence and point process (EMA1)
• Analysis of low count time series data by poisson autoregression
• Bayesian forecasting and dynamic models.
• Likelihood analysis of non-Gaussian measurement time series
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Parameter Orthogonality and Bias Adjustment for Estimating Functions
• Partial Likelihood Inference For Time Series Following Generalized Linear Models
• Regression theory for categorical time series
• State‐space models for multivariate longitudinal data of mixed types
• Stationary Time Series Models with Exponential Dispersion Model Margins
• The estimation of a state space model by estimating functions with an application
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
• Time series analysis by state space methods
• Time series models with univariate margins in the convolution-closed infinitely divisible class

Cited in

(13)

• An introduction to Bent Jørgensen's ideas
• scientific article; zbMATH DE number 5183645 (Why is no real title available?)
• Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects
• Quasi-longitudinal Designs in SEM state Space Modeling
• The stationary series state space model for sunspot yearly data
• Tweedie family of generalized linear models with distribution-free random effects for skewed longitudinal data
• Multivariate online regression analysis with heterogeneous streaming data
• State space mixed models for longitudinal observations with binary and binomial responses
• Dispersion models for extremes
• A State-Space EM Algorithm for Longitudinal Data
• Analysis of longitudinal count data with serial correlation
• An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data
• Domains of attraction to Tweedie distributions

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• Fahrmeir

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