Binary INGARCH models with different link functions

DOI10.1080/00949655.2025.2510658MaRDI QIDQ6864942zbMATH OpenFDO

Authors Chun Wang, Qi Li, Fukang Zhu

Publication date 3 February 2026

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2025.2510658

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• A Class of Logistic Regression Models for Multivariate Binary Time Series
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
• A framework for skew-probit links in binary regression
• A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
• A Time Series Analysis of Binary Data
• Bayesian binary regression with exponential power link
• Bias reduction of maximum likelihood estimates
• GARCH models. Structure, statistical inference and financial applications
• Hidden Markov Models for Time Series
• Performance of asymmetric links and correction methods for imbalanced data in binary regression
• Soft-clipping INGARCH models for time series of bounded counts
• Structural changes in autoregressive models for binary time series
• The effect of link misspecification on binary regression inference

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