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