Time series models based on generalized linear models: some further results.

Abstract:

:This paper considers the problem of extending the classical moving average models to time series with conditional distributions given by generalized linear models. These models have the advantage of easy construction and estimation. Statistical modelling techniques are also proposed. Some simulation results and an illustrative example are reported to illustrate the methodology. The models will have potential applications in longitudinal data analysis.

journal_name

Biometrics

journal_title

Biometrics

authors

Li WK

subject

Has Abstract

pub_date

1994-06-01 00:00:00

pages

506-11

issue

2

eissn

0006-341X

issn

1541-0420

journal_volume

50

pub_type

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