Asymptotic Laws and Methods in Stochastics pp 221-235 | Cite as

# Binary Time Series Models in Change Point Detection Tests

Chapter

## Abstract

The purpose of this note is to extend the result of [5] to the model of Binary Time Series with link functions other than the logit link function considered there. We will show that the results carry over if instead of the logit link function we use the probit, the log-log, and complementary log-log link functions in the binary regression model. Furthermore, this note will fill out some of the technical details omitted in the above-mentioned paper.

## Keywords

Link Function Bounded Function Probit Model Normal Distribution Function Logit Link Function
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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