Estimation for unequally spaced time series of counts with serially correlated random effects.

DOI10.1016/S0167-7152(02)00343-7zbMath1116.62394MaRDI QIDQ1423206

Yasuhiro Omori

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

random effectsOverdispersionCount dataAsymptotic normalityNonhomogeneous Poisson processSerially correlatedUnequally spaced time

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Application to Water Monitoring

Cites Work

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• Testing Goodness of Fit for the Poisson Assumption When Observations Are Not Identically Distributed
• A generalized linear model with nested strata of extra-Poisson variation
• Negative binomial and mixed poisson regression
• A regression model for time series of counts
• Regression Methods for Poisson Process Data
• Asymptotic properties of moment estimators for overdispersed counts and proportions

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