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Regression models for time series analysis [[electronic resource] /] / Benjamin Kedem, Konstantinos Fokianos
| Regression models for time series analysis [[electronic resource] /] / Benjamin Kedem, Konstantinos Fokianos |
| Autore | Kedem Benjamin <1944-> |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2002 |
| Descrizione fisica | 1 online resource (361 p.) |
| Disciplina | 519.55 |
| Altri autori (Persone) | FokianosKonstantinos |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Time-series analysis
Regression analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-25283-9
9786610252831 0-470-30356-5 0-471-46168-7 0-471-26698-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Regression Models for Time Series Analysis; Dedication; Contents; Preface; 1 Time Series Following Generalized Linear Models; 1.1 Partial Likelihood; 1.2 Generalized Linear Models and Time Series; 1.3 Partial Likelihood Inference; 1.3.1 Estimation of the Dispersion Parameter; 1.3.2 Iterative Reweighted Least Squares; 1.4 Asymptotic Theory; 1.4.1 Uniqueness and Existence; 1.4.2 Large Sample Properties; 1.5 Testing Hypotheses; 1.6 Diagnostics; 1.6.1 Deviance; 1.6.2 Model Selection Criteria; 1.6.3 Residuals; 1.7 Quasi-Partial Likelihood; 1.7.1 Generalized Estimating Equations
1.8 Real Data Examples1.8.1 A Note on Computation; 1.8.2 A Note on Model Building; 1.8.3 Analysis of Mortality Count Data; 1.8.4 Application to Evapotranspiration; 1.9 Problems and Complements; 2 Regression Models for Binary Time Series; 2.1 Link Functions for Binary Time Series; 2.1.1 The Logistic Regression Model; 2.1.2 Probit and Other Links; 2.2 Partial Likelihood Estimation; 2.3 Inference for Logistic Regression; 2.3.1 Asymptotic Relative Eficiency; 2.4 Goodness of Fit; 2.4.1 Deviance; 2.4.2 Goodness of Fit Based on Response Classification; 2.5 Real Data Examples 2.5.1 Rainfall Prediction2.5.2 Modeling Successive Eruptions; 2.5.3 Stock Price Prediction; 2.5.4 Modeling Sleep Data; 2.6 Problems and Complements; 3 Regression Models for Categorical Time Series; 3.1 Modeling; 3.2 Link Functions for Categorical Time Series; 3.2.1 Models for Nominal Time Series; 3.2.2 Models for Ordinal Time Series; 3.3 Partial Likelihood Estimation; 3.3.1 Inference for m=3; 3.3.2 Inference for m>3; 3.3.3 Large Sample Theory; 3.3.4 Inference for the Multinomial Logit Model; 3.3.5 Testing Hypotheses; 3.4 Goodness of Fit; 3.4.1 Goodness of Fit Based on Response Classification 3.4.2 Power Divergence Family of Goodness of Fit Tests3.4.3 A Family of Goodness of Fit Tests; 3.4.4 Further Diagnostic Tools; 3.5 Examples; 3.5.1 Explanatory Analysis of DNA Sequence Data; 3.5.2 Soccer Forecasting; 3.5.3 Sleep Data Revisited; 3.6 Additional Topics; 3.6.1 Alternative Modeling; 3.6.2 Spectral Analysis; 3.6.3 Longitudinal Data; 3.7 Problems and Complements; Appendix: Asymptotic Theory; 4 Regression Models for Count Time Series; 4.1 Modeling; 4.2 Models for Time Series of Counts; 4.2.1 The Poisson Model; 4.2.2 The Doubly Truncated Poisson Model; 4.2.3 The Zeger-Qaqish Model 4.3 Inference4.3.1 Partial Likelihood Estimation for the Poisson Model; 4.3.2 Asymptotic Theory; 4.3.3 Prediction Intervals; 4.3.4 Inference for the Zeger-Qaqish Model; 4.3.5 Hypothesis Testing; 4.4 Goodness of Fit; 4.4.1 Deviance; 4.4.2 Residuals; 4.5 Data Examples; 4.5.1 Monthly Count of Rainy Days; 4.5.2 Tourist Arrival Data; 4.6 Problems and Complements; 5 Other Models and Alternative Approaches; 5.1 Integer Autoregressive and Moving Average Models; 5.1.1 Branching Processes with Immigration; 5.1.2 Integer Autoregressive Models of Order 1; 5.1.3 Estimation for INAR( 1) Process 5.1.4 Integer Autoregressive Models of Order p |
| Record Nr. | UNINA-9910146069003321 |
Kedem Benjamin <1944->
|
||
| Chichester ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regression models for time series analysis [[electronic resource] /] / Benjamin Kedem, Konstantinos Fokianos
| Regression models for time series analysis [[electronic resource] /] / Benjamin Kedem, Konstantinos Fokianos |
| Autore | Kedem Benjamin <1944-> |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2002 |
| Descrizione fisica | 1 online resource (361 p.) |
| Disciplina | 519.55 |
| Altri autori (Persone) | FokianosKonstantinos |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Time-series analysis
Regression analysis |
| ISBN |
1-280-25283-9
9786610252831 0-470-30356-5 0-471-46168-7 0-471-26698-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Regression Models for Time Series Analysis; Dedication; Contents; Preface; 1 Time Series Following Generalized Linear Models; 1.1 Partial Likelihood; 1.2 Generalized Linear Models and Time Series; 1.3 Partial Likelihood Inference; 1.3.1 Estimation of the Dispersion Parameter; 1.3.2 Iterative Reweighted Least Squares; 1.4 Asymptotic Theory; 1.4.1 Uniqueness and Existence; 1.4.2 Large Sample Properties; 1.5 Testing Hypotheses; 1.6 Diagnostics; 1.6.1 Deviance; 1.6.2 Model Selection Criteria; 1.6.3 Residuals; 1.7 Quasi-Partial Likelihood; 1.7.1 Generalized Estimating Equations
1.8 Real Data Examples1.8.1 A Note on Computation; 1.8.2 A Note on Model Building; 1.8.3 Analysis of Mortality Count Data; 1.8.4 Application to Evapotranspiration; 1.9 Problems and Complements; 2 Regression Models for Binary Time Series; 2.1 Link Functions for Binary Time Series; 2.1.1 The Logistic Regression Model; 2.1.2 Probit and Other Links; 2.2 Partial Likelihood Estimation; 2.3 Inference for Logistic Regression; 2.3.1 Asymptotic Relative Eficiency; 2.4 Goodness of Fit; 2.4.1 Deviance; 2.4.2 Goodness of Fit Based on Response Classification; 2.5 Real Data Examples 2.5.1 Rainfall Prediction2.5.2 Modeling Successive Eruptions; 2.5.3 Stock Price Prediction; 2.5.4 Modeling Sleep Data; 2.6 Problems and Complements; 3 Regression Models for Categorical Time Series; 3.1 Modeling; 3.2 Link Functions for Categorical Time Series; 3.2.1 Models for Nominal Time Series; 3.2.2 Models for Ordinal Time Series; 3.3 Partial Likelihood Estimation; 3.3.1 Inference for m=3; 3.3.2 Inference for m>3; 3.3.3 Large Sample Theory; 3.3.4 Inference for the Multinomial Logit Model; 3.3.5 Testing Hypotheses; 3.4 Goodness of Fit; 3.4.1 Goodness of Fit Based on Response Classification 3.4.2 Power Divergence Family of Goodness of Fit Tests3.4.3 A Family of Goodness of Fit Tests; 3.4.4 Further Diagnostic Tools; 3.5 Examples; 3.5.1 Explanatory Analysis of DNA Sequence Data; 3.5.2 Soccer Forecasting; 3.5.3 Sleep Data Revisited; 3.6 Additional Topics; 3.6.1 Alternative Modeling; 3.6.2 Spectral Analysis; 3.6.3 Longitudinal Data; 3.7 Problems and Complements; Appendix: Asymptotic Theory; 4 Regression Models for Count Time Series; 4.1 Modeling; 4.2 Models for Time Series of Counts; 4.2.1 The Poisson Model; 4.2.2 The Doubly Truncated Poisson Model; 4.2.3 The Zeger-Qaqish Model 4.3 Inference4.3.1 Partial Likelihood Estimation for the Poisson Model; 4.3.2 Asymptotic Theory; 4.3.3 Prediction Intervals; 4.3.4 Inference for the Zeger-Qaqish Model; 4.3.5 Hypothesis Testing; 4.4 Goodness of Fit; 4.4.1 Deviance; 4.4.2 Residuals; 4.5 Data Examples; 4.5.1 Monthly Count of Rainy Days; 4.5.2 Tourist Arrival Data; 4.6 Problems and Complements; 5 Other Models and Alternative Approaches; 5.1 Integer Autoregressive and Moving Average Models; 5.1.1 Branching Processes with Immigration; 5.1.2 Integer Autoregressive Models of Order 1; 5.1.3 Estimation for INAR( 1) Process 5.1.4 Integer Autoregressive Models of Order p |
| Record Nr. | UNINA-9910830481203321 |
|
Kedem Benjamin <1944->
|
||
| Chichester ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regression models for time series analysis / / Benjamin Kedem, Konstantinos Fokianos
| Regression models for time series analysis / / Benjamin Kedem, Konstantinos Fokianos |
| Autore | Kedem Benjamin <1944-> |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2002 |
| Descrizione fisica | 1 online resource (361 p.) |
| Disciplina | 519.55 |
| Altri autori (Persone) | FokianosKonstantinos |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Time-series analysis
Regression analysis |
| ISBN |
1-280-25283-9
9786610252831 0-470-30356-5 0-471-46168-7 0-471-26698-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Regression Models for Time Series Analysis; Dedication; Contents; Preface; 1 Time Series Following Generalized Linear Models; 1.1 Partial Likelihood; 1.2 Generalized Linear Models and Time Series; 1.3 Partial Likelihood Inference; 1.3.1 Estimation of the Dispersion Parameter; 1.3.2 Iterative Reweighted Least Squares; 1.4 Asymptotic Theory; 1.4.1 Uniqueness and Existence; 1.4.2 Large Sample Properties; 1.5 Testing Hypotheses; 1.6 Diagnostics; 1.6.1 Deviance; 1.6.2 Model Selection Criteria; 1.6.3 Residuals; 1.7 Quasi-Partial Likelihood; 1.7.1 Generalized Estimating Equations
1.8 Real Data Examples1.8.1 A Note on Computation; 1.8.2 A Note on Model Building; 1.8.3 Analysis of Mortality Count Data; 1.8.4 Application to Evapotranspiration; 1.9 Problems and Complements; 2 Regression Models for Binary Time Series; 2.1 Link Functions for Binary Time Series; 2.1.1 The Logistic Regression Model; 2.1.2 Probit and Other Links; 2.2 Partial Likelihood Estimation; 2.3 Inference for Logistic Regression; 2.3.1 Asymptotic Relative Eficiency; 2.4 Goodness of Fit; 2.4.1 Deviance; 2.4.2 Goodness of Fit Based on Response Classification; 2.5 Real Data Examples 2.5.1 Rainfall Prediction2.5.2 Modeling Successive Eruptions; 2.5.3 Stock Price Prediction; 2.5.4 Modeling Sleep Data; 2.6 Problems and Complements; 3 Regression Models for Categorical Time Series; 3.1 Modeling; 3.2 Link Functions for Categorical Time Series; 3.2.1 Models for Nominal Time Series; 3.2.2 Models for Ordinal Time Series; 3.3 Partial Likelihood Estimation; 3.3.1 Inference for m=3; 3.3.2 Inference for m>3; 3.3.3 Large Sample Theory; 3.3.4 Inference for the Multinomial Logit Model; 3.3.5 Testing Hypotheses; 3.4 Goodness of Fit; 3.4.1 Goodness of Fit Based on Response Classification 3.4.2 Power Divergence Family of Goodness of Fit Tests3.4.3 A Family of Goodness of Fit Tests; 3.4.4 Further Diagnostic Tools; 3.5 Examples; 3.5.1 Explanatory Analysis of DNA Sequence Data; 3.5.2 Soccer Forecasting; 3.5.3 Sleep Data Revisited; 3.6 Additional Topics; 3.6.1 Alternative Modeling; 3.6.2 Spectral Analysis; 3.6.3 Longitudinal Data; 3.7 Problems and Complements; Appendix: Asymptotic Theory; 4 Regression Models for Count Time Series; 4.1 Modeling; 4.2 Models for Time Series of Counts; 4.2.1 The Poisson Model; 4.2.2 The Doubly Truncated Poisson Model; 4.2.3 The Zeger-Qaqish Model 4.3 Inference4.3.1 Partial Likelihood Estimation for the Poisson Model; 4.3.2 Asymptotic Theory; 4.3.3 Prediction Intervals; 4.3.4 Inference for the Zeger-Qaqish Model; 4.3.5 Hypothesis Testing; 4.4 Goodness of Fit; 4.4.1 Deviance; 4.4.2 Residuals; 4.5 Data Examples; 4.5.1 Monthly Count of Rainy Days; 4.5.2 Tourist Arrival Data; 4.6 Problems and Complements; 5 Other Models and Alternative Approaches; 5.1 Integer Autoregressive and Moving Average Models; 5.1.1 Branching Processes with Immigration; 5.1.2 Integer Autoregressive Models of Order 1; 5.1.3 Estimation for INAR( 1) Process 5.1.4 Integer Autoregressive Models of Order p |
| Record Nr. | UNINA-9910877076903321 |
|
Kedem Benjamin <1944->
|
||
| Chichester ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||