Browsing by Subject "Link function"

Now showing items 1-6 of 6

    • Article  

      Count Time Series Models 

      Fokianos, Konstantinos (2012)
      We review regression models for count time series. We discuss the approach that is based on generalized linear models and the class of integer autoregressive processes. The generalized linear models' framework provides ...
    • Article  

      A generalized-moments specification test for the logistic link 

      Fokianos, Konstantinos; Peng, A.; Qin, J. (1999)
      The authors consider the problem of testing the validity of the logistic regression model using a random sample. Given the values of the response variable, they observe that the sample actually consists of two independent ...
    • Article  

      Nonlinear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2012)
      We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses ...
    • Article  

      Partial likelihood inference for time series following generalized linear models 

      Fokianos, Konstantinos; Kedem, B. (2004)
      The present article offers a certain unifying approach to time series regression modelling by combining partial likelihood (PL) inference and generalized linear models. An advantage gained by resorting to PL is that the ...
    • Article  

      Quasi-likelihood inference for negative binomial time series models 

      Christou, V.; Fokianos, Konstantinos (2014)
      We study inference and diagnostics for count time series regression models that include a feedback mechanism. In particular, we are interested in negative binomial processes for count time series. We study probabilistic ...
    • Article  

      Regression Theory for Categorical Time Series 

      Fokianos, Konstantinos; Kedem, B. (2003)
      Categorical - or qualitative - time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary" time series, the data analyst is ...