Conditional inference in linear versus nonlinear models for binary time series

DOI10.1080/00949650802016010zbMath1186.62110OpenAlexW2011444402MaRDI QIDQ3638523

Vickneswary Tagore, Brajendra Chandra Sutradhar

Publication date: 27 October 2009

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

Full work available at URL: https://doi.org/10.1080/00949650802016010

zbMATH Keywords

consistencyforecastinggoodness of fitdynamic modelsgeneralized quasilikelihoodmodel mis-specification effects

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) General nonlinear regression (62J02)

Related Items (4)

Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series ⋮ Dynamic Models for Longitudinal Ordinal Non-stationary Categorical Data ⋮ A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES ⋮ Regression Models for Ordinal Categorical Time Series Data

Cites Work

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• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• A regression model for time series of counts
• A Time Series Analysis of Binary Data

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