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Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation - MaRDI portal

Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation (Q1996837)

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scientific article; zbMATH DE number 7316007
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English
Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
scientific article; zbMATH DE number 7316007

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    Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation (English)
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    26 February 2021
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    sequence of discrete random variables
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    parsimonious model
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    long memory
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    efficient estimate
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    exponential family
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