Efficient estimation for time series following generalized linear models

2016 ◽  
Vol 58 (4) ◽  
pp. 493-513 ◽  
Author(s):  
T. Thomson ◽  
S. Hossain ◽  
M. Ghahramani
Keyword(s):  
Time Series ◽  
Generalized Linear Models ◽  
Linear Models ◽  
Efficient Estimation

scholarly journals Book Reviews

2016 ◽  
Vol 27 (3) ◽  
Author(s):  
Klaus Pötzelberger ◽  
Werner G. Müller ◽  
Hans Kellerer ◽  
Mushtaq Hussain ◽  
Michael Schimek ◽  
...  
Keyword(s):  
Time Series ◽  
Generalized Linear Models ◽  
Linear Models ◽  
Extreme Values ◽  
Multivariate Time Series ◽  
Empirical Processes ◽  
Lack Of Fit ◽  
Probability And Statistics ◽  
Lack Of Fit Tests

Weak Convergence and Empirical Processes (A.W. van der Vaart, J.A. Wellner)Quasi-Likelihood and its Application. A General Approach to Parameter Estimation(C.C. Heyde)Wahrscheinlichkeitsrechnung und Statistik in Beispielen und Aufgaben (V. Nollau,L. Partzsch, R. Storm, C. Lange)A First Course in Multivariate Statistics (B. Flury)Empirische Forschungsmethoden (W. Stier)Applying Generalized Linear Models (J.K. Lindsey)Analyse von Tabellen und kategorialen Daten (H.J. Andreß, J.A.Hagenaars, S. Kühnel)Elements of Multivariate Time Series Analysis (G.C. Reinsel)Nonparametric Smoothing and Lack-of-Fit Tests (J.D. Hart)Modelling Extremal Events for Insurance and Finance (P. Embrechts, C. Klüppelberg,T. Mikosch)Statistical Analysis of Extreme Values (R.D. Reiss, M. Thomas)Das Quotenverfahren (A. Quatember)Prophetentheorie (F. Harten, A. Meyerthole, N. Schmitz)Advances in Combinational Methods and Applications to Probability and Statistics.(N. Balakrishnan)

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