Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
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Publication:1788721
DOI10.3103/S1066530718020023zbMath1401.62159OpenAlexW2883393273WikidataQ129561485 ScholiaQ129561485MaRDI QIDQ1788721
E. A. Medved, Valeriy A. Voloshko, Yuriy S. Kharin
Publication date: 8 October 2018
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530718020023
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
Related Items (5)
Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors ⋮ Unnamed Item ⋮ Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies ⋮ Statistical analysis of multivariate discrete-valued time series
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