Browsing by Subject "Partial likelihood"
Now showing items 1-4 of 4
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Article
Power divergence family of tests for categorical time series models
(2002)A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and regression models for categorical ...
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Article
Regression Theory for Categorical Time Series
(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 ...
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Article
A stochastic approximation algorithm for the adaptive control of time series following generalized linear models
(1999)A recursive estimation method for time series models following generalized linear models is developed in two ways. The estimation procedure, suitably modified, gives rise to a stochastic approximation scheme. We use the ...
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Article
Truncated poisson regression for time series of counts
(2001)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 ...