메뉴 건너뛰기




Volumn 54, Issue 1, 1998, Pages 304-311

Partial likelihood estimation in categorical time series with stochastic covariates

Author keywords

Categorical time series; Ergodic Markov chain; Generalized linear models; Markov regression models; Partial likelihood; Stochastic covariates

Indexed keywords

MARKOV PROCESSES; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS; SEAWATER; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

EID: 0344110481     PISSN: 0006341X     EISSN: None     Source Type: Journal    
DOI: 10.2307/2534016     Document Type: Article
Times cited : (2)

References (13)
  • 5
    • 0016794660 scopus 로고
    • Partial likelihood
    • Cox, D. R. (1975). Partial likelihood. Biometrika 62, 69-76.
    • (1975) Biometrika , vol.62 , pp. 69-76
    • Cox, D.R.1
  • 6
    • 0344282442 scopus 로고
    • Ordinal variable regression using the McCullagh (proportional odds model)
    • Hutchinson, D. (1985). Ordinal variable regression using the McCullagh (proportional odds model). GLIM Newsletter 9, 9-17.
    • (1985) GLIM Newsletter , vol.9 , pp. 9-17
    • Hutchinson, D.1
  • 7
    • 0002498111 scopus 로고
    • Regression models for nonstationary categorical time series: Asymptotic theory
    • Kaufmann, H. (1987). Regression models for nonstationary categorical time series: Asymptotic theory. Annals of Statistics 15, 79-98.
    • (1987) Annals of Statistics , vol.15 , pp. 79-98
    • Kaufmann, H.1
  • 8
    • 0018617066 scopus 로고
    • Methods for analyzing panel studies of acute health effects of air pollution
    • Korn, E. L. and Whittemore, A. S. (1979). Methods for analyzing panel studies of acute health effects of air pollution. Biometrics 35, 795-802.
    • (1979) Biometrics , vol.35 , pp. 795-802
    • Korn, E.L.1    Whittemore, A.S.2
  • 10
    • 0017133178 scopus 로고
    • Inference and missing data
    • Rubin, D. B. (1976). Inference and missing data. Biometrika 63, 581-592.
    • (1976) Biometrika , vol.63 , pp. 581-592
    • Rubin, D.B.1
  • 11
    • 0002394227 scopus 로고
    • Partial likelihood for continuous-time stochastic processes
    • Slud, E. V. (1992). Partial likelihood for continuous-time stochastic processes. Scandinavian Journal of Statistics 19, 97-109.
    • (1992) Scandinavian Journal of Statistics , vol.19 , pp. 97-109
    • Slud, E.V.1
  • 12
    • 0003091132 scopus 로고
    • Theory of partial likelihood
    • Wong, H. W. (1986). Theory of partial likelihood. Annals of Statistics 14, 88-123.
    • (1986) Annals of Statistics , vol.14 , pp. 88-123
    • Wong, H.W.1
  • 13
    • 0024204207 scopus 로고
    • Markov regression models for time series: A quasi-likelihood approach
    • Zeger, S. L. and Qaqish, B. (1988). Markov regression models for time series: A quasi-likelihood approach. Biometrics 44, 1019-1031.
    • (1988) Biometrics , vol.44 , pp. 1019-1031
    • Zeger, S.L.1    Qaqish, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.