Fisher information matrix of binary time series

DOI10.1007/s40300-018-0145-3zbMath1427.62096arXiv1711.05483OpenAlexW2962822491MaRDI QIDQ2272448

Xu Gao, Hernando Ombao, Daniel L. Gillen

Publication date: 10 September 2019

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05483

zbMATH Keywords

correlated binary databinary time seriesempirical Fisher informationexact Fisher information matrixlogistic autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• Fahrmeir
• HIBITS

Cites Work

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