Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
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Publication:2048121
discrete-valued time seriesinnovation outliersmultivariate conditional frequenciesparameter estimationrobustnesssensitivity analysis
Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited in
(9)- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
- Statistical analysis of multivariate discrete-valued time series
- Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
- Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis
- On the approximation of high-order binary Markov chains by parsimonious models
- Neural network-based models of binomial time series in data analysis problems
- Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics
- Statistical analysis of multivariate binary time series based on a neural network model
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