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Cover Art
PRINTED BOOKS
Author Kedem, Benjamin, 1944-

Title Regression models for time series analysis / Benjamin Kedem, Konstantinos Fokianos.

Published Hoboken, N.J. : Wiley-Interscience, [2002]
©2002

Copies

Location Call No. Status
 UniM ERC  519.55 KEDE    AVAILABLE
Physical description xiv, 337 pages : illustrations ; 25 cm.
Series Wiley series in probability and statistics.
Wiley series in probability and statistics.
Bibliography Includes biblographical references (pages 297-326) and index.
Contents 1 Time Series Following Generalized Linear Models 1 -- 1.1 Partial Likelihood 2 -- 1.2 Generalized Linear Models and Time Series 4 -- 1.3 Partial Likelihood Inference 10 -- 1.4 Asymptotic Theory 16 -- 1.5 Testing Hypotheses 20 -- 1.6 Diagnostics 23 -- 1.7 Quasi-Partial Likelihood 28 -- 1.8 Real Data Examples 33 -- 1.9 Problems and Complements 42 -- 2 Regression Models for Binary Time Series 49 -- 2.1 Link Functions for Binary Time Series 50 -- 2.2 Partial Likelihood Estimation 56 -- 2.3 Inference for Logistic Regression 59 -- 2.4 Goodness of Fit 65 -- 2.6 Problems and Complements 81 -- 3 Regression Models for Categorical Time Series 89 -- 3.1 Modeling 90 -- 3.2 Link Functions for Categorical Time Series 92 -- 3.3 Partial Likelihood Estimation 101 -- 3.4 Goodness of Fit 110 -- 3.7 Problems and Complements 126 -- Appendix Asymptotic Theory 130 -- 4 Regression Models for Count Time Series 139 -- 4.1 Modeling 140 -- 4.2 Models for Time Series of Counts 142 -- 4.3 Inference 154 -- 4.4 Goodness of Fit 159 -- 4.6 Problems and Complements 168 -- 5 Other Models and Alternative Approaches 175 -- 5.1 Integer Autoregressive and Moving Average Models 175 -- 5.2 Discrete Autoregressive Moving Average Models 189 -- 5.3 Mixture Transition Distribution Model 190 -- 5.4 Hidden Markov Models 194 -- 5.5 Variable Mixture Models 197 -- 5.6 ARCH Models 199 -- 5.7 Sinusoidal Regression Model 201 -- 5.8 Mixed Models for Longitudinal Data 205 -- 5.9 Problems and Complements 208 -- 6 State Space Models 213 -- 6.2 Linear Gaussian State Space Models 215 -- 6.3 Nonlinear and Non-Gaussian State Space Models 223 -- 6.4 Simulation Based Methods for State Space Models 231 -- 6.5 Kalman Filtering in Space-Time Data 241 -- 6.6 Problems and Complements 241 -- 7 Prediction and Interpolation 249 -- 7.2 Bayesian Spatial Prediction 258 -- 7.3 Applications of BTG 267 -- 7.4 Problems and Complements 282 -- Appendix Elements of Stationary Processes 285.
Other author Fokianos, Konstantinos.
Subject Time-series analysis.
Regression analysis.
ISBN 0471363553 (acid-free paper)