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http://dx.doi.org/10.5351/KJAS.2003.16.2.365

Generalized Linear Model with Time Series Data  

최윤하 (서울대학교 통계학과)
이성임 (고려대학교 의과학연구원)
이상열 (서울대학교 통계학과)
Publication Information
The Korean Journal of Applied Statistics / v.16, no.2, 2003 , pp. 365-376 More about this Journal
Abstract
In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.
Keywords
Akaike information criterion; Bayesian information criterio; deviance; non-Gaussian time series; regression model; model selection;
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