Limit theorems for regression models of time series of counts

DOI10.1016/S0167-7152(99)00101-7zbMath0974.62067OpenAlexW2017671980MaRDI QIDQ1971381

Michel Blais, Roch Roy, K. Brenda MacGibbon

Publication date: 16 December 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00101-7

zbMATH Keywords

mixingPoisson regressionestimating equationsexponential family distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Related Items (3)

Assessing the Goodness-of-Fit of Hidden Markov Models ⋮ Marginal Estimation of Parameter Driven Binomial Time Series Models ⋮ On latent process models in multi-dimensional space

Cites Work

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• A note on strong mixing of ARMA processes
• Mixing: Properties and examples
• Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• A regression model for time series of counts
• A state space model for multivariate longitudinal count data
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• The Equivalence of Maximum Likelihood and Weighted Least Squares Estimate in the Exponential Family

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