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Truncated Poisson regression for time series of counts

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published
<mark>Journal publication date</mark>12/2001
<mark>Journal</mark>Scandinavian Journal of Statistics
Issue number4
Volume28
Number of pages15
Pages (from-to)645-659
Publication StatusPublished
<mark>Original language</mark>English

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.