Browsing by Subject "Autocorrelation"
Now showing items 1-15 of 15
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Count Time Series Models
(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 ...
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Generalized least squares for assessing trends in cumulative meta-analysis with applications in genetic epidemiology
(2009)Objective: Cumulative meta-analysis allows the evaluation of a study's contribution to the combined effect of the preceding research. It accrues evidence, gradually adding studies one at a time and provides updated estimates ...
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Article
Log-linear Poisson autoregression
(2011)We consider a log-linear model for time series of counts. This type of model provides a framework where both negative and positive association can be taken into account. In addition time dependent covariates are accommodated ...
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Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions
(2016)We consider the problems of robust estimation and testing for a log-linear model with feedback for the analysis of count time series. We study inference for contaminated data with transient shifts, level shifts and additive ...
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Modeling 2-D AR processes with various regions of support
(2007)We show that there exists a causal 2-D linear process in the nonsymmetric half-plane having the same autocorrelations as a noncausal 2-D linear process in the whole-plane
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Nest-site preferences of Eleonora's Falcon (Falco eleonorae) on uninhabited islets of the Aegean Sea using GIS and species distribution models
(2012)Eleonora's Falcon breeds colonially on small islands of the Mediterranean Sea and Macaronesia. Despite the wealth of papers highlighting the importance of nesting characteristics on this species' breeding performance, few ...
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On binary and categorical time series models with feedback
(2014)We study the problem of ergodicity, stationarity and maximum likelihood estimation for multinomial logistic models that include a latent process. Our work includes various models that have been proposed for the analysis ...
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On weak dependence conditions for Poisson autoregressions
(2012)We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum ...
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Quasi-likelihood inference for negative binomial time series models
(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 ...
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Residual-based block bootstrap for unit root testing
(2003)A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
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Article
Residual-based block bootstrap for unit root testingAAA
(2003)A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
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Residual-based rank specification tests for AR-GARCH type models
(2015)This paper derives the asymptotic distribution for a number of rank-based and classical residual specification tests in AR-GARCH type models. We consider tests for the null hypotheses of no linear and quadratic serial ...
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Some recent progress in count time series
(2011)We reviewsome regression models for the analysis of count time series. These models have been the focus of several investigations over the last years, but only recently simple conditions for stationarity and ergodicity ...
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Unit root testing via the stationary bootstrap
(2006)A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
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Article
Unit root testing via the stationary bootstrapAAA
(2006)A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...