
Regularising Generalised Linear Mixed Models with an autoregressive random effect
Author(s) -
Jocelyn Chauvet,
Catherine Trottier,
Xavier Bry
Publication year - 2017
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - autoregressive model , star model , nonlinear autoregressive exogenous model , computer science , econometrics , statistics , mathematics , time series , autoregressive integrated moving average