Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
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Cites work
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
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- scientific article; zbMATH DE number 1560711 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 1889799 (Why is no real title available?)
- scientific article; zbMATH DE number 835835 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A Markov chain of order s with r partial connections and statistical inference on its parameters
- Autoregression for discrete processes mod 2
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
- Filtering of multivariate samples containing “outliers” for clustering
- Information geometry approach to parameter estimation in Markov chains
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- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series
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- Robust Bayesian prediction under distortions of prior and conditional distributions
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- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
- Statistical Methods in Markov Chains
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- Steganographic capacity for one-dimensional Markov cover
Cited in
(9)- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
- Estimation for binary models generated by Gaussian autoregressive processes
- Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
- 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
- Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis
- Statistical forecasting of the dynamics of epidemiological indicators for COVID-19 incidence in the republic of Belarus
- On the approximation of high-order binary Markov chains by parsimonious models
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