Truncated Poisson regression for time series of counts

Fokianos, K. (2001) Truncated Poisson regression for time series of counts. Scandinavian Journal of Statistics, 28 (4). pp. 645-659. ISSN 0303-6898

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Abstract

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.

Item Type:

Journal Article

Journal or Publication Title:

Scandinavian Journal of Statistics

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

?? martingalenon‐stationary partial likelihoodrandom time dependent covariates scorestatistics and probabilitystatistics, probability and uncertainty ??

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

127892

Deposited By:

ep_importer_pure

Deposited On:

03 Oct 2018 13:38

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 18:24

URI:

https://eprints.lancs.ac.uk/id/eprint/127892