{"entities":{"Q1819873":{"pageid":1830615,"ns":120,"title":"Item:Q1819873","lastrevid":73636815,"modified":"2026-04-14T16:44:48Z","type":"item","id":"Q1819873","labels":{"en":{"language":"en","value":"Regression models for nonstationary categorical time series: Asymptotic estimation theory"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3994829"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1819873$7165E199-9C2F-4CFC-ACCA-8BAD8530311D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"afe9b8d9939960409b017aeed78e11997990b7c9","datavalue":{"value":{"text":"Regression models for nonstationary categorical time series: Asymptotic estimation theory","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1819873$7F776B0F-7158-4D90-AC12-73752DB712F5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f42c14550687beeafb5f057eb452a2dd665f925e","datavalue":{"value":"0614.62111","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1819873$BE13F122-B382-41F3-A08E-7167A544AC5E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"944209710523f6231f915065a780e57b3cd59314","datavalue":{"value":{"entity-type":"item","numeric-id":374382,"id":"Q374382"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1819873$49AFAE2E-C7C9-4528-9871-52AD0AC3721A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1819873$B0CE90FE-27FF-4142-A059-EF841BE3BBE7","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5ae48c61eed19d1e1e1f33f9255d5b329362d064","datavalue":{"value":{"time":"+1987-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1819873$7919E0EA-430C-46B0-9582-31D842878DCC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"5f9d1966dbee5cf32c175459afb4d227b71c41ff","datavalue":{"value":"Let \\(y_ t\\), \\(t=1,2,..\\). be a time series with m possible categories for each observation. The t th observation is \\(y_ t=(y_{t1},...,y_{t,m- 1})'\\), where \\(y_{tj}=1\\) if the j th category is observed and 0 otherwise. Define \\(\\pi_{tj}=P(y_{tj}=1| y_{t-1},...,y_ 1)\\) and \\(\\pi_ t=(\\pi_{t1},...,\\pi_{t,m-1})'\\). The author proposes a model \\(\\pi_ t=h(Z_ t'\\beta)\\), where \\(\\beta\\) is a vector of unknown parameters, \\(Z_ t\\) is a matrix which depends on past observations and on known exogenous variables, and h is a link function. It is proved that the maximum likelihood estimator for \\(\\beta\\) is consistent, asymptotically normal and efficient.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$380DF6B9-AAFC-43A7-86F5-5A95FCD1E7E8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1819873$4D6DB965-7759-4D4D-A289-2CD09E196BCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1819873$14555C06-3283-4D33-AB20-E664D6DBF5E8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fb2da6741f7d09419b3c306686eb7c1aff1762c5","datavalue":{"value":"3994829","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1819873$B1020F51-798A-4A81-9A90-95BB8B3EBE85","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"674cc24098c0c880e88a77f67225012dcd126ab1","datavalue":{"value":"nonstationary categorical time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$4228FC38-70F4-459D-8C7E-408C5AF54841","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4fa10d65722f5872ff2b80f59c630545d54927a8","datavalue":{"value":"binary time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$D44C6D81-E5D0-4D02-AFDB-DE6E35830D5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3fd98453d9e40a3f1b8fa80a4bfc8ac97a6985d5","datavalue":{"value":"nonstationary Markov chains","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$1A6A1988-6953-4B79-8FB6-B7DC7F09410F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e686cda1505cf61f850fceac435eca234d02c6e3","datavalue":{"value":"maximum likelihood estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$CB4FB3AE-7603-4557-AEEF-CD1D2F9F670D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1a15b88fb294d030df712d2a06bbac54c41765b9","datavalue":{"value":"consistent","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$929B9141-B17D-4ACB-B65A-AB671B2257AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ee2b54abd467f4e64101fc3050f97861785333f","datavalue":{"value":"asymptotically normal","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$D34CEC6F-9D6A-445C-A4D1-B970724DB048","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bd085e55d85e72f57c3e4144c48df2e76e5c89eb","datavalue":{"value":"efficient","type":"string"},"datatype":"string"},"type":"statement","id":"Q1819873$7E082C6F-F596-412D-95A3-7BDE192C2162","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"bc1d069f2c38316914fa1c15dd5ac58a2e9b6a82","datavalue":{"value":{"entity-type":"item","numeric-id":452896,"id":"Q452896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1819873$85C0F280-F5CB-4830-83DE-D9C7F7BC4026","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1819873$993CB8AB-605D-4996-B872-86EC53F5937B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"72bc975e408dc2ff6a386a715b748a7eaf1225a7","datavalue":{"value":"https://doi.org/10.1214/aos/1176350254","type":"string"},"datatype":"url"},"type":"statement","id":"Q1819873$FD45D9D4-05EE-403D-9590-FC9196EBB28C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e47c67789a074ef2f9ec2be1cb992c674f756851","datavalue":{"value":"W2075923404","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1819873$54C9945F-8E2E-466C-96F9-A3672C57118E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"437bb35182755093eec5f8fe8f8ee77f55a63ad9","datavalue":{"value":"10.1214/AOS/1176350254","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1819873$D9CC1B99-08B1-4A12-8122-090E2F32DEA7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b1dadded7998c04ffc2bb1a689e058a8e1a84e7c","datavalue":{"value":{"entity-type":"item","numeric-id":4725560,"id":"Q4725560"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"040e16119ec7d40389be380f7a990b764f0aa3d6","datavalue":{"value":{"amount":"+0.8961648941040039","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1819873$F1C3B620-F9B6-447E-80EA-5BC157BED64F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4820d3bf410974814262aba6ce8540f5f3b4d82","datavalue":{"value":{"entity-type":"item","numeric-id":1275416,"id":"Q1275416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b4cfb6713dca4bec095fa97e91da42972f2c7360","datavalue":{"value":{"amount":"+0.8330516219139099","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1819873$731053E5-870D-437C-A308-CA098CD3EB3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1505904663ba924784b7945e7b893b2220f1c3f6","datavalue":{"value":{"entity-type":"item","numeric-id":3685045,"id":"Q3685045"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b4cfb6713dca4bec095fa97e91da42972f2c7360","datavalue":{"value":{"amount":"+0.8330516219139099","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1819873$CD78ECD4-8627-4FBE-9950-A4669EF3C2C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9584873a769c53483a836babab8261a108e06e9f","datavalue":{"value":{"entity-type":"item","numeric-id":1764307,"id":"Q1764307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1540ef97436849cde176f140b00b437bbe95c806","datavalue":{"value":{"amount":"+0.832986056804657","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1819873$1CFA2F94-BEC0-49B5-9D4D-A17B0454CF98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"55f345fdbc7863fe64752cdfcf21f4b7239befb4","datavalue":{"value":{"entity-type":"item","numeric-id":4324711,"id":"Q4324711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c3b47dad8fcd72324d26d18839cbeea15ac8a400","datavalue":{"value":{"amount":"+0.8111215829849243","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1819873$75CF2B89-9611-408C-AA62-E33FEA8C8AFB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Regression models for nonstationary categorical time series: Asymptotic estimation theory","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Regression_models_for_nonstationary_categorical_time_series:_Asymptotic_estimation_theory"}}}}}