The following pages link to (Q4151621):
Displaying 15 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Generalized choice models for categorical time series (Q538142) (← links)
- Market timing: recent development and a new test (Q547079) (← links)
- Inference in binomial AR(1) models (Q613196) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
- Testing independence of two autocorrelated binary time series (Q1044019) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- Serial dependence of NDARMA processes (Q1615150) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
- Significance test in nonstationary multinomial logit model (Q1668254) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Significance test in nonstationary logit panel model with serially correlated dependent variable (Q1782381) (← links)
