Beitrag in einem Sammelband

Bilinear varying-coefficient models for seasonal time series and tables

Marx, B. D., Eilers, P. H. C., Gampe, J., Rau, R.

In: Eilers, P. H. C. (Hrsg.): Proceedings of the 23rd International Workshop on Statistical Modelling, Utrecht 7 - 11 July, 2008, 339-344 (2008)
Utrecht: Koninklijke Nederlandse Akademie van Wetenschappen.


We propose generalized linear models for time series or age-time tables of seasonal counts. The linear predictor contains a smooth component for the trend and the product of a smooth varying-coefficient (the modulation) and a periodic time series (the carrier wave) of arbitrary shape. The model is applied to female deaths in the US due to respiratory diseases.