Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors

DOI10.1090/TPMS/1105zbMATH Open1446.62245OpenAlexW3047183286MaRDI QIDQ5117970FDOQ5117970

Valeriy A. Voloshko, Yuriĭ Semenovich 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

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zbMATH Keywords

forecastinggeneralized linear modelasymptotic efficiencydiscrete regressorsdiscrete regression time seriesfrequencies-based estimator

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20)

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Cited In (4)

• Title not available (Why is that?)
• Conditional inference in linear versus nonlinear models for binary time series
• Statistical analysis of multivariate discrete-valued time series
• Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies

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