计数时间序列的截断泊松回归

Truncated Poisson Regression for Time Series of Counts

Scandinavian Journal of Statistics · 2001
被引 12
ABS 3

中文导读

研究了计数时间序列的截断泊松回归模型的部分似然分析,重点推导了回归参数的最大部分似然估计量的渐近理论,并通过模拟和数据分析进行验证。

Abstract

We consider partial likelihood analysis of a truncated Poisson regression model for time series of counts. We focus our attention on the study of asymptotic theory for the maximum partial likelihood estimator of a vector of regression parameters. Simulations and data analysis integrate the presentation.

计量经济学时间序列分析计数数据模型统计推断