Estimation for binary models generated by Gaussian autoregressive processes

DOI10.1080/00949650902922711zbMath1230.62125OpenAlexW1978084890MaRDI QIDQ3012678

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Publication date: 6 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902922711

zbMATH Keywords

partial likelihoodGaussian processmaximum likelihoodbinary data

Mathematics Subject Classification ID

Related Items (1)

Clipped AR(p) with unknown threshold

Cites Work

• Theory of partial likelihood
• Prediction and classification of non-stationary categorical time series
• Regression theory for categorical time series
• Introduction to Time Series and Forecasting
• Unnamed Item

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