Regression Analsis with Censored Autocorrelated Data

DOI10.2307/2289003zbMath0623.62084OpenAlexW4246272294MaRDI QIDQ3761510

Scott L. Zeger, Ron Brookmeyer

Publication date: 1986

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2289003

zbMATH Keywords

regression analysisEM algorithmGaussianapproximate methodautoregressive modelstime dependencepseudolikelihoodair pollution datacensored time seriesfull likelihood estimation

Mathematics Subject Classification ID

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

Related Items (14)

On estimation for censored autoregressive data ⋮ Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables ⋮ ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA ⋮ Density and hazard rate estimation for censored and α-mixing data using gamma kernels ⋮ Most recent changepoint detection in censored panel data ⋮ Censored time series analysis with autoregressive moving average models ⋮ A bayesian approach to dynamic tobit models ⋮ Small sample performance of parameter estimators for tobit modesl with serial correlation^* ⋮ Modeling time series when some observations are zero ⋮ Nonparametric autocovariance estimation from censored time series by Gaussian imputation ⋮ Quantile Autoregression for Censored Data ⋮ A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing ⋮ Prediction via estimating functions ⋮ A Class of Models for Aggregated Traffic Volume Time Series

Uses Software

• AS 138

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