Estimation for binary models generated by Gaussian autoregressive processes

DOI10.1080/00949650902922711MaRDI QIDQ3012678zbMATH OpenOpenAlexFDO

Authors

Publication date 6 July 2011

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

Full work available at URL https://doi.org/10.1080/00949650902922711

zbMATH Keywords

maximum likelihoodbinary dataGaussian processpartial likelihood

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3660674 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Prediction and classification of non-stationary categorical time series
• Regression theory for categorical time series
• Theory of partial likelihood

Cited in

(6)

• Random time-series model identification from binary-valued observations and quantized measurements
• Generalized binary vector autoregressive processes
• Regression models for binary time series with gaps
• Estimation of parameters of a clipped MA(1) process
• A new binomial autoregressive process with explanatory variables
• Clipped AR(p) with unknown threshold

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