On variance estimation in a negative binomial time series regression model.
Rongning WuPublished in: J. Multivar. Anal. (2012)
Keyphrases
- regression model
- negative binomial
- generalized linear models
- semi parametric
- model selection
- regression analysis
- prediction model
- explanatory variables
- kernel regression
- linear regression model
- parameter estimation
- regression methods
- support vector regression
- non stationary
- multivariate regression
- interval valued data
- gaussian process
- data mining
- linear combination
- training data
- machine learning