A model and application of binary random sequence with probabilities depending on history.

DOI10.14736/KYB-2024-1-0110MaRDI QIDQ6584501zbMATH OpenFDO

Authors Petr Volf, Tomáš Kouřim

Publication date 7 August 2024

Published in Kybernetika (Search for Journal in Brave)

zbMATH Keywords

logistic regressionrecurrent eventsbinary sequencetime-dependent parametersvarying probabilitiesdiscrete time process

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Generalized linear models (logistic models) (62J12) Sums of independent random variables; random walks (60G50)

Cites work

• scientific article; zbMATH DE number 1834429 (Why is no real title available?)
• scientific article; zbMATH DE number 2115411 (Why is no real title available?)
• A model of discrete random walk with history-dependent transition probabilities
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• Spectra of some self-exciting and mutually exciting point processes
• Theory and inference for a class of nonlinear models with application to time series of counts
• Time-dependent coefficients in a Cox-type regression model

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