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The central limit theorem for time series regression

✍ Scribed by E.J. Hannan


Book ID
107950118
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
819 KB
Volume
9
Category
Article
ISSN
0304-4149

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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