Theory and inference for multivariate autoregressive binary models with an application to absence-presence data in ecology
多元自回归二元模型的理论与推断:生态出现数据应用
We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of assumptions, we show that existence of a stationary path for such models is almost automatic and does not require parameter restrictions when the noise term is not compactly supported. We then study in details statistical inference in a dynamic version of a multivariate probit type model, as a…