scientific article; zbMATH DE number 774845

MaRDI QIDQ4839359zbMATH OpenFDO

Authors Eric V. Slud, Benjamin Kedem-Kimelfeld

Publication date 17 July 1995

zbMATH Keywords

asymptotic efficiencyasymptotic normalitybinary time seriesconsistencyempirical measuregeneral logistic autoregressive modelgoodness of fitinformation matrixlarge sample theorylevel-upcrossingsmartingalemaximum partial likelihood estimatorpredictionstochastic time dependent covariates

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• A generalized Gaussian process model for computer experiments with binary time series
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