Limit theorems for regression models of
β
Michel Blais; Brenda MacGibbon; Roch Roy
π
Article
π
2000
π
Elsevier Science
π
English
β 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