Browsing by Subject "Generalized linear model"

Now showing items 1-4 of 4

    • Article  

      Integer-valued time series 

      Fokianos, Konstantinos (2009)
      Integer-valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear ...
    • Article  

      Modelling interventions in INGARCH processes 

      Liboschik, T.; Kerschke, P.; Fokianos, Konstantinos; Fried, R. (2016)
      We study different approaches for modelling intervention effects in time series of counts, focusing on the so-called integer-valued GARCH models. A previous study treated a model where an intervention affects the non-observable ...
    • Article  

      On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies 

      Karagrigoriou, Alex; Koukouvinos, Christos; Mylona, Kalliopi (2010)
      Variable and model selection problems are fundamental to high-dimensional statistical modeling in diverse fields of sciences. Especially in health studies, many potential factors are usually introduced to determine an ...
    • Article  

      Poisson autoregression 

      Fokianos, Konstantinos; Rahbek, A.; Tjøstheim, D. (2009)
      In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as ...