2 papers
stat.ME2026
Testing for cross-quantilogram change
Chia-Min Chang, Yu-Hsiang Cheng, Tzee-Ming Huang
For two time series and , the directional dependence of on while removing the impact of on $X…
stat.ME2025
A mixture logistic model for panel data with a Markov structure
Yu-Hsiang Cheng, Tzee-Ming Huang
In this study, we propose a mixture logistic regression model with a Markov structure, and consider the estimation of model parameters using maximum likelihood estimation. We also…