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On variance estimation in a negative binomial time series regression model - MaRDI portal

On variance estimation in a negative binomial time series regression model (Q450867)

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scientific article; zbMATH DE number 6086847
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On variance estimation in a negative binomial time series regression model
scientific article; zbMATH DE number 6086847

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    On variance estimation in a negative binomial time series regression model (English)
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    26 September 2012
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    generalized linear model
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    kernel-based method
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    latent process
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    nonstationarity
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    regression analysis
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    subsampling
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    time series of counts
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    variance estimation
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