REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES (Q4725560)
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scientific article; zbMATH DE number 3999063
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| English | REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES |
scientific article; zbMATH DE number 3999063 |
Statements
REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES (English)
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1987
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maximum likelihood estimator
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likelihood ratio test
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Wald statistic
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score statistic
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categorical time series
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consistency
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asymptotic normality
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testing linear hypothesis
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tests of stationarity
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independence of parallel time series
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0.8961648941040039
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0.8666535019874573
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0.8362324833869934
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0.8210581541061401
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0.8207702040672302
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