Markov Poisson regression models for discrete time series. Part 2: Applications

DOI10.1080/02664769922106zbMath1008.62089OpenAlexW2043298287MaRDI QIDQ4935478

Peiming Wang, Martin L. Puterman

Publication date: 10 April 2003

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

Full work available at URL: https://doi.org/10.1080/02664769922106

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Markov zero-inflated Poisson regression models for a time series of counts with excess zeros ⋮ Covariate-modulated large-scale multiple testing under dependence ⋮ Markov Poisson regression models for discrete time series. Part 1: Methodology ⋮ Estimating the order of a hidden markov model

Cites Work

• Estimating the dimension of a model
• A new look at the statistical model identification
• Unnamed Item
• Unnamed Item