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Modelling time series of counts with overdispersion

✍ Scribed by Christian H. Weiß

Publisher
Springer
Year
2008
Tongue
English
Weight
227 KB
Volume
18
Category
Article
ISSN
1613-981X

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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