Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series

DOI10.3103/S1066530718020023zbMath1401.62159OpenAlexW2883393273WikidataQ129561485 ScholiaQ129561485MaRDI QIDQ1788721

E. A. Medved, Valeriy A. Voloshko, Yuriy S. Kharin

Publication date: 8 October 2018

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530718020023

zbMATH Keywords

estimationasymptotic propertiestime seriesbinary dataparsimonious model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors ⋮ Unnamed Item ⋮ Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation ⋮ 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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