On the autopersistence functions and the autopersistence graphs of binary autoregressive time series

DOI10.1111/j.1467-9892.2011.00721.xzbMath1273.62227OpenAlexW1937132421MaRDI QIDQ2851989

Chao Wang, Wai Keung Li

Publication date: 4 October 2013

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00721.x

zbMATH Keywords

consistencyasymptotic normalityMarkov chainbinary time seriesautopersistence functionautopersistence graph

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Serial dependence of NDARMA processes ⋮ On Some Properties of Autopersistence Functions and Autopersistence Graphs ⋮ A Bernoulli autoregressive moving average model applied to rainfall occurrence ⋮ Structural changes in autoregressive models for binary time series ⋮ Some recent theory for autoregressive count time series ⋮ Forecasting binary outcomes in soccer ⋮ On the use of estimating functions in monitoring time series for change points

Cites Work

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• Markov chains and stochastic stability
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Asymptotic Statistics
• Stochastic Limit Theory
• Time Series Models Based on Generalized Linear Models: Some Further Results
• An Econometric Analysis of Some Models for Constructed Binary Time Series

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