Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors

DOI10.1090/tpms/1105zbMath1446.62245OpenAlexW3047183286MaRDI QIDQ5117970

Valeriy A. Voloshko, Yuriy S. Kharin

Publication date: 26 August 2020

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1105

zbMATH Keywords

asymptotic efficiencyforecastinggeneralized linear modeldiscrete regressorsdiscrete regression time seriesfrequencies-based estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

Related Items

Unnamed Item, Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies, Statistical analysis of multivariate discrete-valued time series

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