On variance estimation in a negative binomial time series regression model

DOI10.1016/j.jmva.2012.06.006zbMath1273.62229OpenAlexW1967731186MaRDI QIDQ450867

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.06.006

zbMATH Keywords

regression analysis nonstationarity subsampling variance estimation generalized linear model time series of counts latent process kernel-based method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (2)

Marginal Estimation of Parameter Driven Binomial Time Series Models ⋮ A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES

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