The dimension-wise quadrature estimation of dynamic latent variable models for count data

DOI10.1016/J.CSDA.2022.107585MaRDI QIDQ2084070zbMATH OpenOpenAlexFDO

Authors Silvia Bianconcini, Silvia Cagnone

Publication date 17 October 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2022.107585

zbMATH Keywords

approximate likelihood inferencecount datalatent autoregressive modelspairwise likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• A note on pseudolikelihood constructed from marginal densities
• A regression model for time series of counts
• Accuracy of Laplace approximation for discrete response mixed models
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature
• Composite likelihood for time series models with a latent autoregressive process
• Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation
• Handbook of discrete-valued time series
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• Longitudinal and Panel Data
• Marginal estimation of parameter driven binomial time series models
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• On autocorrelation in a Poisson regression model
• Pairwise Likelihood Inference for General State Space Models
• R
• The monte carlo newton-raphson algorithm
• The use of approximating models in Monte Carlo maximum likelihood estimation.
• Time series analysis by state space methods

Describes a project that uses

Uses Software

• R

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