Pages that link to "Item:Q5392687"

The following pages link to Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (Q5392687):

Displaying 14 items.

• Efficient importance sampling in mixture frameworks (Q1623542) (← links)
• A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
• The dynamic factor network model with an application to international trade (Q2173192) (← links)
• Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models (Q2666058) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• Modified efficient importance sampling for partially non‐Gaussian state space models (Q6147738) (← links)
• Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)