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math.ST2016
Detecting Serial Dependence in Binomial Time Series II: Observation Driven Models
W. T. M. Dunsmuir, J. Y. He
The detection of serial dependence in binary or binomial valued time series is difficult using standard time series methods, particularly when there are regression effects to be mo…
math.ST2016★ 1 cited
Testing for Serial Dependence in Binomial Time Series I: Parameter Driven Models
W. T. M. Dunsmuir, J. Y. He
Binomial time series in which the logit of the probability of success is modelled as a linear function of observed regressors and a stationary latent Gaussian process are considere…
math.ST2016★ 1 cited
Marginal Estimation of Parameter Driven Binomial Time Series Models
W. T. M. Dunsmuir, J. Y. He
This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent proces…