REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
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Publication:4725560
DOI10.1111/j.1467-9892.1987.tb00429.xzbMath0616.62116OpenAlexW2118096167MaRDI QIDQ4725560
Ludwig Fahrmeir, Heinz Kaufmann
Publication date: 1987
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00429.x
consistencyasymptotic normalitylikelihood ratio testmaximum likelihood estimatorWald statisticscore statisticcategorical time seriestests of stationaritytesting linear hypothesisindependence of parallel time series
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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