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Truncated Poisson Regression for Time Series of Counts
Author(s) -
Fokianos Konstantinos
Publication year - 2001
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00260
Subject(s) - mathematics , poisson regression , poisson distribution , statistics , series (stratigraphy) , estimator , regression analysis , quasi likelihood , regression , maximum likelihood , zero inflated model , time series , count data , focus (optics) , econometrics , paleontology , population , demography , sociology , biology , physics , optics
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 of regression parameters. Simulations and data analysis integrate the presentation.