Truncated Poisson regression for time series of counts

被引：6

作者：

Fokianos, K ^{[1
]}

机构：

[1] Univ Cyprus, Dept Math & Stat, CY-1678 Nicosia, Cyprus

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2001年 / 28卷 / 04期

关键词：

martingale; non-stationary; partial likelihood; random time dependent covariates; score;

D O I：

10.1111/1467-9469.00260

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider partial likelihood analysis of a truncated Poisson regression model for time series of counts. We focus our attention on the study of asymptotic theory for the maximum partial likelihood estimator of a vector of regression parameters. Simulations and data analysis integrate the presentation.

引用

页码：645 / 659

页数：15

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