A new bivariate autoregressive model driven by logistic regression

DOI10.1080/03610926.2022.2069262OpenAlexW4229061195MaRDI QIDQ6060866

De-Hui Wang, Zheqi Wang, Jian-hua Cheng

Publication date: 29 November 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2069262

zbMATH Keywords

estimationhypothesis testempirical likelihoodrandom coefficientbivariate time series

Mathematics Subject Classification ID

Statistics (62-XX)

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