Binomial conditionally nonlinear autoregressive model of discrete time series and its probabilistic and statistical properties
Trudy Instituta matematiki, Tome 26 (2018) no. 1, pp. 95-105.

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A new binomial conditionally nonlinear autoregressive model BiCNAR is proposed for discrete time series. An efficient computationally fast statistical FB-estimator is constructed for the parameter of BiCNAR model. Recursive algorithm based on the FB-estimator is proposed for the BiCNAR model extension.
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Yu. S. Kharin; V. A. Voloshko. Binomial conditionally nonlinear autoregressive model of discrete time series and its probabilistic and statistical properties. Trudy Instituta matematiki, Tome 26 (2018) no. 1, pp. 95-105. http://geodesic.mathdoc.fr/item/TIMB_2018_26_1_a12/

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