Stationary state space models for longitudinal data

DOI10.1002/cjs.5550350401zbMath1143.62052OpenAlexW2137101945MaRDI QIDQ3512627

Peter X.-K. Song, Bent Jørgensen

Publication date: 21 July 2008

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550350401

zbMATH Keywords

compound Poisson processstate space modelestimating equationgeneralized linear modelNewton scoring algorithmexponential dispersion modelKalman filter and smootherTweedie class

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12)

Related Items (5)

Unnamed Item ⋮ Domains of attraction to Tweedie distributions ⋮ Multivariate online regression analysis with heterogeneous streaming data ⋮ Dispersion models for extremes ⋮ An introduction to Bent Jørgensen's ideas

Uses Software

• Fahrmeir

Cites Work

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