Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model

DOI10.1080/00949655.2019.1599892OpenAlexW2936796125MaRDI QIDQ5107425

Orlando Yesid Esparza Albarracin, Linda Lee Ho, Airlane Pereira Alencar

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1599892

zbMATH Keywords

count time seriesexponential family distributionGARMA modelhospilatization ratesILRS algorithm

Mathematics Subject Classification ID

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

Related Items (2)

Generalized autoregressive moving average models: an efficient estimation approach ⋮ Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data

Uses Software

• R
• astsa
• glarma
• gamlss.util

Cites Work

• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• From Finite Sample to Asymptotic Methods in Statistics
• Generalized Autoregressive Moving Average Models
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