A note on using the maximum partial likelihood estimator of transition model for binary time series

DOI10.17654/AS048010069zbMATH Open1333.62212OpenAlexW2520400820MaRDI QIDQ2795824

Asanao Shimokawa, Takuma Kurosawa, Etsuo Miyaoka

Publication date: 22 March 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9620.htm

zbMATH Keywords

consistencyasymptotic normalitypartial likelihoodtransition modelbinary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

This page was built for publication: A note on using the maximum partial likelihood estimator of transition model for binary time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2795824)