×

A regression model for time series of counts. (English) Zbl 0653.62064

Summary: This paper discusses a model for regression analysis with a time series of counts. Correlation is assumed to arise from an unobservable process added to the linear predictor in a log linear model. An estimating equation approach used for parameter estimation leads to an iterative weighted and filtered least-squares algorithm. Asymptotic properties for the regression coefficients are presented. We illustrate the technique with an analysis of trends in U.S. polio incidence since 1970.

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09 Non-Markovian processes: estimation
62F10 Point estimation
PDFBibTeX XMLCite
Full Text: DOI