Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
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Publication:5117970
DOI10.1090/tpms/1105zbMath1446.62245OpenAlexW3047183286MaRDI QIDQ5117970
Valeriy A. Voloshko, Yuriy S. Kharin
Publication date: 26 August 2020
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1105
asymptotic efficiencyforecastinggeneralized linear modeldiscrete regressorsdiscrete regression time seriesfrequencies-based estimator
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)
Related Items
Unnamed Item, 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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