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

Kharin, Yu. S.; Voloshko, Valeriy A.

doi:10.1090/tpms/1105

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The Case Of Models Constructed By Approach II1

Extensions For MDV Time Series Based On High-order Markov Ch...1

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2021

2022

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Cited by 3 publications

(2 citation statements)

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“…The FBE approach is successively developed for some other types of discrete-valued time series (19): semibinomial [80], binary [78,84], Poisson, geometric, negative binomial [75], regression time series [81], and also for Binomial conditionally nonlinear model for spatio-temporal data [85]; it is used for statistical forecasting of COVID-19, see [83], for more references.…”

Section: The Case Of Models Constructed By Approach IImentioning

confidence: 99%

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Statistical analysis of multivariate discrete-valued time series

Fokianos

Fried

Kharin

et al. 2022

Journal of Multivariate Analysis

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Section: The Case Of Models Constructed By Approach IImentioning

confidence: 99%

“…This model generates the models considered in Section 3.3.2, e.g., for Binomial CNAR-model BiCNAR (see [80,81]):…”

Section: Extensions For MDV Time Series Based On High-order Markov Ch...mentioning

confidence: 99%

Statistical analysis of multivariate discrete-valued time series

Fokianos

Fried

Kharin

et al. 2022

Journal of Multivariate Analysis

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Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies

Kharin

Voloshko

2021

Journal of Multivariate Analysis

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Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis.

Voloshko

Kharin

2022

Vescì Akademìì navuk Belarusì. Seryâ fizika-matematyčnyh navuk

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We propose herein a new parsimonious Markov model for a discrete-valued time series with conditional probability distributions of observations lying in the exponential family with the multidimensional parameter. A family of explicit consistent asymptotically normal statistical estimators is constructed for the parameters of the proposed model for increasing length of observed time series, and asymptotically effective estimator is found within this constructed family. The obtained results can be used for robust statistical analysis of discrete-valued time series,and for statistical analysis of discrete-valued spatio-temporal data and random fields.

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

Cited by 3 publications

References 14 publications

Statistical analysis of multivariate discrete-valued time series

Statistical analysis of multivariate discrete-valued time series

Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies

Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis.

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