期刊
SCANDINAVIAN JOURNAL OF STATISTICS
卷 28, 期 4, 页码 645-659出版社
WILEY
DOI: 10.1111/1467-9469.00260
关键词
martingale; non-stationary; partial likelihood; random time dependent covariates; score
We consider partial likelihood analysis of a truncated Poisson regression model for time series of counts. We focus our attention on the study of asymptotic theory for the maximum partial likelihood estimator of a vector of regression parameters. Simulations and data analysis integrate the presentation.
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