Power divergence family of tests for categorical time series models

DOI10.1023/A:1022459010316zbMath1014.62105OpenAlexW1508487705MaRDI QIDQ1868272

Konstantinos Fokianos

Publication date: 27 April 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022459010316

zbMATH Keywords

partial likelihoodmartingalespowerlogistic regressionproportional oddsmultinomial logitsstochastic time dependent covariates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Cressie and Read power-divergences as influence measures for logistic regression models ⋮ Regression theory for categorical time series ⋮ Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data

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