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Characterization of error distributions in time-series regression models

✍ Scribed by M. Hallin; J. Jurečková; X. Milhaud


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
475 KB
Volume
38
Category
Article
ISSN
0167-7152

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Limit theorems for regression models of
✍ Michel Blais; Brenda MacGibbon; Roch Roy 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 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