Partial Likelihood Inference For Time Series Following Generalized Linear Models
By Konstantinos Fokianos, B. Kedem. 2004
88 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/2e42884786092cf28fa7dc2dc7ceafd820cf65a2
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In Statistics and Probability
- Konstantinos Fokianos
- Roland Fried
- Robert B. Lund
- Richard A. Davis
- Vladas Pipiras
- Harry Joe
- Nalini Ravishanker
- James Livsey
Citations in the corpus
- Count Time Series Models (2012, background): “…models for count time series; see Zeger and Qaqish (1988), Li (1994), MacDonald and Zucchini (1997), Brumback et al. (2000), Kedem and Fokianos (2002), Benjamin et al. (2003), Davis et al. (2003), Fokianos and Kedem (2004), Jung et al. (2006), Creal et al. (2008) and Fokianos and Tjøstheim (2011).”
- Kumaraswamy autoregressive moving average models for double bounded environmental data (2017, background): “A detailed discussion can be found in Fokianos and Kedem (2004) and Andersen (1970).”
- Some recent progress in count time series (2011, background): “A possible venue to overcome this problem is the quasi-likelihood estimation method , see Heyde [49] and Kedem and Fokianos [3, Section 1.7], for instance.”
- Interventions in INGARCH processes (2010, unknown): “Fokianos and Kedem (2004) show that these models fall within aUniversity of Cyprus bTU Dortmund University *Correspondence to: Konstantinos Fokianos, University of Cyprus, Nicosia, Cyprus.”
- Count Time Series: A Methodological Review (2021, background): “Subsequent generalized linear modeling contributions include Wong (1986), Holden (1987), Zeger and Qaqish (1988), Zeger (1988), Albert et al. (1994), Li (1994), Davis, Wang, and Dunsmuir (1999), Davis, Dunsmuir, and Wang (2000), Davis, Dunsmuir, and Streett (2003), and Fokianos and Kedem (2004).”
- Interventions in log-linear Poisson autoregression (2012, background): “1) takes into account both negative and positive correlation and real-valued covariates can be easily included, see Fokianos and Tjøstheim (2011) for details.”