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Article: Time series models based on generalized linear models: Some further results

TitleTime series models based on generalized linear models: Some further results
Authors
Issue Date1994
PublisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/BIOM
Citation
Biometrics, 1994, v. 50 n. 2, p. 506-511 How to Cite?
AbstractThis 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.
Persistent Identifierhttp://hdl.handle.net/10722/82704
ISSN
2015 Impact Factor: 1.36
2015 SCImago Journal Rankings: 1.906
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorLi, WKen_HK
dc.date.accessioned2010-09-06T08:32:27Z-
dc.date.available2010-09-06T08:32:27Z-
dc.date.issued1994en_HK
dc.identifier.citationBiometrics, 1994, v. 50 n. 2, p. 506-511en_HK
dc.identifier.issn0006-341Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/82704-
dc.description.abstractThis 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.en_HK
dc.languageengen_HK
dc.publisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/BIOMen_HK
dc.relation.ispartofBiometricsen_HK
dc.rightsBiometrics. Copyright © Blackwell Publishing Ltd.en_HK
dc.titleTime series models based on generalized linear models: Some further resultsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0006-341X&volume=50&spage=506&epage=511&date=1994&atitle=Time+series+models+based+on+generalized+linear+models:+some+further+resultsen_HK
dc.identifier.emailLi, WK: hrntlwk@hku.hken_HK
dc.identifier.authorityLi, WK=rp00741en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.2307/2533393en_HK
dc.identifier.pmid8068850-
dc.identifier.scopuseid_2-s2.0-0028301452en_HK
dc.identifier.hkuros4052en_HK
dc.identifier.volume50en_HK
dc.identifier.issue2en_HK
dc.identifier.spage506en_HK
dc.identifier.epage511en_HK
dc.identifier.isiWOS:A1994NX42800018-
dc.publisher.placeUnited Kingdomen_HK
dc.identifier.scopusauthoridLi, WK=14015971200en_HK

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