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Article: Testing model adequacy for some Markov regression models for time series
| Title | Testing model adequacy for some Markov regression models for time series |
|---|---|
| Authors | |
| Keywords | Asymptotic distribution Generalized linear model Markov regression model Residual autocorrelation Score statistic |
| Issue Date | 1991 |
| Publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ |
| Citation | Biometrika, 1991, v. 78 n. 1, p. 83-89 How to Cite? |
| Abstract | SUMMARY: The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural extensions of the popular generalized linear models to time series data. The score statistic appears to be somewhat easier to use in practice. Some empirical results are also obtained for the score statistic in some simple cases. A real example is given. © 1991 Biometrika Trust. |
| Persistent Identifier | http://hdl.handle.net/10722/137101 |
| ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 3.358 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Li, WK | en_HK |
| dc.date.accessioned | 2011-08-16T03:11:55Z | - |
| dc.date.available | 2011-08-16T03:11:55Z | - |
| dc.date.issued | 1991 | en_HK |
| dc.identifier.citation | Biometrika, 1991, v. 78 n. 1, p. 83-89 | en_HK |
| dc.identifier.issn | 0006-3444 | en_HK |
| dc.identifier.uri | http://hdl.handle.net/10722/137101 | - |
| dc.description.abstract | SUMMARY: The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural extensions of the popular generalized linear models to time series data. The score statistic appears to be somewhat easier to use in practice. Some empirical results are also obtained for the score statistic in some simple cases. A real example is given. © 1991 Biometrika Trust. | en_HK |
| dc.language | eng | - |
| dc.publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ | en_HK |
| dc.relation.ispartof | Biometrika | en_HK |
| dc.subject | Asymptotic distribution | en_HK |
| dc.subject | Generalized linear model | en_HK |
| dc.subject | Markov regression model | en_HK |
| dc.subject | Residual autocorrelation | en_HK |
| dc.subject | Score statistic | en_HK |
| dc.title | Testing model adequacy for some Markov regression models for time series | en_HK |
| dc.type | Article | en_HK |
| dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0006-3444&volume=78&issue=1&spage=83&epage=89&date=1991&atitle=Testing+model+adequacy+for+some+Markov+regression+models+for+time+series | - |
| dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_HK |
| dc.identifier.authority | Li, WK=rp00741 | en_HK |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1093/biomet/78.1.83 | en_HK |
| dc.identifier.scopus | eid_2-s2.0-0002784759 | en_HK |
| dc.identifier.volume | 78 | en_HK |
| dc.identifier.issue | 1 | en_HK |
| dc.identifier.spage | 83 | en_HK |
| dc.identifier.epage | 89 | en_HK |
| dc.publisher.place | United Kingdom | en_HK |
| dc.identifier.scopusauthorid | Li, WK=14015971200 | en_HK |
| dc.identifier.issnl | 0006-3444 | - |