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CRiSM Seminar - Dr Cristiano Varin

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Location: A1.01

Dr Cristiano Varin, Ca' Foscari University, Venice

Marginal Regression Models with Stationary Time Series Errors

This talk is concerned with regression analysis of serially dependent non-normal observations.  Stemming from traditional linear regression models with stationary time series errors, a class of marginal models that can accommodate responses of any type is presented.  Model fitting is performed either by exact or simulated maximum likelihood whether the responses is continuous or not.  Computational aspects are described in detail.  Real data applications to time series of counts are considered for illustration.  The talk is based on collaborative work with Guido Masarotto, University of Padova.

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