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Volumn 46, Issue 2, 2000, Pages 161-168

Limit theorems for regression models of time series of counts

Author keywords

Asymptotic distribution; Estimating equations; Exponential family distribution; Mixing; Poisson regression

Indexed keywords


EID: 0041782963     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00101-7     Document Type: Article
Times cited : (6)

References (17)
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  • 4
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    • Monte Carlo EM estimation for time series models involving counts
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    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 242-252
    • Chan, K.S.1    Ledolter, J.2
  • 5
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    • Statistical analysis of time series: Some recent developments
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    • Davidson, J.1
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    • 0001801853 scopus 로고
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    • Godambe, V.P., Kale, B.K., 1991. Estimating functions: an overview. In: Godambe, V.P. (Ed.), Estimating Functions. Clarendon Press, Oxford, pp. 3-20.
    • (1991) Estimating Functions , pp. 3-20
    • Godambe, V.P.1    Kale, B.K.2
  • 10
    • 0001300935 scopus 로고
    • Pseudo maximum likelihood methods: Applications to Poisson models
    • Gouriéroux C., Monfort A., Trognon A. Pseudo maximum likelihood methods: applications to Poisson models. Econometrica. 52:1984;701-720.
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  • 11
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    • Quasi-likelihood and general theory of inference for stochastic processes
    • In: Obretenov, A., Stefanov, V.T. (Eds.), Varna, Bulgaria, Sci. Cult. Tech. Publ., Singapore
    • Heyde, C.C., 1993. Quasi-likelihood and general theory of inference for stochastic processes. In: Obretenov, A., Stefanov, V.T. (Eds.), Proceedings of the Seventh International Summer School on Probability and Mathematical Statistics, Varna, Bulgaria, 1991, Sci. Cult. Tech. Publ., Singapore, pp. 122-152.
    • (1991) Proceedings of the Seventh International Summer School on Probability and Mathematical Statistics , pp. 122-152
    • Heyde, C.C.1
  • 14
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    • Inference based on estimating functions in the presence of nuisance parameters
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  • 17
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    • A regression model for time series of counts
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    • (1988) Biometrika , vol.75 , pp. 621-629
    • Zeger, S.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.