Conditional inference in linear versus nonlinear models for binary time series

Author： Tagore Vickneswary Sutradhar Brajendra

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.79, Iss.7, 2009-07, pp. : 881-897

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On estimation in conditional heteroskedastic time series models under non-normal distributions

By Liu Shuangzhe

Statistical Papers, Vol. 49, Iss. 3, 2008-07 ,pp. : 455-469

Springer Publishing Company

Access to resources Recommend Favorite

Convergence of Discount Time Series Dynamic Linear Models

By Triantafyllopoulos K.

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 11, 2007-01 ,pp. : 2117-2127

Taylor & Francis Ltd

Access to resources Recommend Favorite

Seasonality analysis of time series in partial linear models

By Shao Q.

Journal of Nonparametric Statistics, Vol. 21, Iss. 7, 2009-10 ,pp. : 827-837

Taylor & Francis Ltd

Access to resources Recommend Favorite

Single-index coefficient models for nonlinear time series

By Wu Tracy

Journal of Nonparametric Statistics, Vol. 23, Iss. 1, 2011-03 ,pp. : 37-58

Taylor & Francis Ltd

Access to resources Recommend Favorite

An Econometric Analysis of Some Models for Constructed Binary Time Series

By Harding Don

Journal of Business & Economic Statistics, Vol. 29, Iss. 1, 2011-01 ,pp. : 86-95

Taylor & Francis Ltd

Access to resources Recommend Favorite