Statistical Estimation of Parameters for Binary Conditionally Nonlinear Autoregressive Time Series
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DOI: 10.3103/s1066530718020023
Abstract: The problem of statistical parameter estimation is considered for binary GLM-based autoregression with the link function of general form and the base functions (regressors) nonlinear w.r.t. the lagged variables. A new consistent asymptotically normal frequencies-based… read more here.
Keywords: estimation; fbe; estimation parameters; binary conditionally ... See more keywords