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Central limit theorems for time series regression

✍ Scribed by E. J. Hannan


Publisher
Springer
Year
1973
Tongue
English
Weight
690 KB
Volume
26
Category
Article
ISSN
1432-2064

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Limit theorems for regression models of
✍ Michel Blais; Brenda MacGibbon; Roch Roy πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 112 KB

Here we present some limit theorems for a general class of generalized linear models describing time series of counts Y1; : : : ; Yn. Following Zeger (Biometrika 75 (1988) 621-629), we suppose that the serial correlation depends on an unobservable latent process { t }. Assuming that the conditional