Time series count data regression

DOI10.1080/03610929408831424zbMath0850.62114OpenAlexW2046037278MaRDI QIDQ4843653

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Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831424

zbMATH Keywords

overdispersionserial correlationmaximum likelihoodleast squaresPoisson regressioninferencemethod of moments

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (15)

Portmanteau test for randomness in poisson data ⋮ Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish ⋮ Useful models for time series of counts or simply wrong ones? ⋮ Monitoring a bivariate INAR(1) process with application to Hepatitis A ⋮ Testing for presence of a latent process in count series ⋮ On latent process models in multi-dimensional space ⋮ On variance estimation in a negative binomial time series regression model ⋮ Tests for serial correlation and overdispersion in a count data regression model^∗ ⋮ Absolute regularity and ergodicity of Poisson count processes ⋮ Autoregressive conditional negative binomial model applied to over-dispersed time series of counts ⋮ Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates ⋮ Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data ⋮ Panel data regression for counts ⋮ The combined Poisson INMA\((q)\) models for time series of counts ⋮ Semiparametric Regression for Time Series of Counts

Cites Work

• Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Specification Test for Poisson Regression Models
• A regression model for time series of counts
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Some ARMA models for dependent sequences of poisson counts
• Some remarks on overdispersion
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

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