Generalized linear time series regression

DOI10.1093/BIOMET/ASR044zbMath1228.62111OpenAlexW2024098530MaRDI QIDQ3107989

Bernd Fitzenberger, Enno Mammen, Jens Perch Nielsen

Publication date: 28 December 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asr044

zbMATH Keywords

cross-sectionlatent time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Point estimation (62F10)

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