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
Biometricsjournal_title
Biometricsauthors
Li WKsubject
Has Abstractpub_date
1994-06-01 00:00:00pages
506-11issue
2eissn
0006-341Xissn
1541-0420journal_volume
50pub_type
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