Truncated Poisson Regression for Time Series of Counts | Zendy

Fokianos Konstantinos | Zendy

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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.

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