Fisher information matrix of binary time series
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Publication:2272448
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
correlated binary databinary time seriesempirical Fisher informationexact Fisher information matrixlogistic autoregressive model
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
Cites Work
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