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Simulating from marginal structural models with time-dependent confounding

✍ Scribed by W.G. Havercroft; V. Didelez

Book ID
112207170
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
827 KB
Volume
31
Category
Article
ISSN
0277-6715

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## Abstract Time series with season‐dependent autocorrelation structure are commonly modelled using periodic autoregressive moving average (PARMA) processes. In most applications, the moving average terms are excluded for ease of estimation. We propose a new class of periodic unobserved component m