Conditional inference in linear versus nonlinear models for binary time series

DOI10.1080/00949650802016010MaRDI QIDQ3638523zbMATH OpenOpenAlexFDO

Authors Vickneswary Tagore, Brajendra C. Sutradhar

Publication date 27 October 2009

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

Full work available at URL https://doi.org/10.1080/00949650802016010

zbMATH Keywords

consistencydynamic modelsforecastinggeneralized quasilikelihoodgoodness of fitmodel mis-specification effects

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A regression model for time series of counts
• A Time Series Analysis of Binary Data
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES

Cited in

(6)

• Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
• Estimation of regression and dynamic dependence parameters for non-stationary multinomial time series
• Dynamic Models for Longitudinal Ordinal Non-stationary Categorical Data
• Regression models for ordinal categorical time series data
• Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
• A parameter-driven logit regression model for binary time series

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