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

DOI10.1515/dma-2020-0038zbMath1460.62154OpenAlexW3116725195MaRDI QIDQ1996837

Yuriy S. Kharin, Valeriy A. Voloshko

Publication date: 26 February 2021

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2020-0038

zbMATH Keywords

long memoryexponential familyefficient estimateparsimonious modelsequence of discrete random variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Unnamed Item ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies ⋮ Statistical analysis of multivariate discrete-valued time series

Uses Software

• SumTools

Cites Work

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