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Truncated Poisson regression for time series of counts

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Truncated Poisson regression for time series of counts. / Fokianos, K.
In: Scandinavian Journal of Statistics, Vol. 28, No. 4, 12.2001, p. 645-659.

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

Harvard

Fokianos, K 2001, 'Truncated Poisson regression for time series of counts', Scandinavian Journal of Statistics, vol. 28, no. 4, pp. 645-659. https://doi.org/10.1111/1467-9469.00260

APA

Fokianos, K. (2001). Truncated Poisson regression for time series of counts. Scandinavian Journal of Statistics, 28(4), 645-659. https://doi.org/10.1111/1467-9469.00260

Vancouver

Fokianos K. Truncated Poisson regression for time series of counts. Scandinavian Journal of Statistics. 2001 Dec;28(4):645-659. doi: 10.1111/1467-9469.00260

Author

Fokianos, K. / Truncated Poisson regression for time series of counts. In: Scandinavian Journal of Statistics. 2001 ; Vol. 28, No. 4. pp. 645-659.

Bibtex

@article{d14e6b923c4043949b2876f2d8b78b7b,
title = "Truncated Poisson regression for time series of counts",
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.",
keywords = "martingale, non‐stationary , partial likelihood, random time dependent covariates , score",
author = "K. Fokianos",
year = "2001",
month = dec,
doi = "10.1111/1467-9469.00260",
language = "English",
volume = "28",
pages = "645--659",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Blackwell-Wiley",
number = "4",

}

RIS

TY - JOUR

T1 - Truncated Poisson regression for time series of counts

AU - Fokianos, K.

PY - 2001/12

Y1 - 2001/12

N2 - 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.

AB - 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.

KW - martingale

KW - non‐stationary

KW - partial likelihood

KW - random time dependent covariates

KW - score

U2 - 10.1111/1467-9469.00260

DO - 10.1111/1467-9469.00260

M3 - Journal article

VL - 28

SP - 645

EP - 659

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

IS - 4

ER -