Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Stationary infinitely divisible processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Counting Processes: Copulas and Beyond / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4224185 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2789109 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5317342 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A negative binomial model for time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integer-Valued GARCH Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Multivariate Volatility Models Equation by Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Primer on Copulas for Count Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4151621 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4170131 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic efficiency of the two-stage estimation method for copula-based models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Useful models for time series of counts or simply wrong ones? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed Poisson Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3149660 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Multivariate Ginar(<i>p</i>) Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4416762 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On modeling count data: a comparison of some well-known discrete distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Logarithmic Series Distribution as a Probability Model in Population and Community Ecology and Some of its Statistical Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Generating Dependent Risk Processes for IRM and DFA / rank
 
Normal rank
Property / cites work
 
Property / cites work: Count Data Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral representations of infinitely divisible processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting Empirical Data by Positive Sums of Exponentials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Inference for Exponential-Trawl Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete analogues of self-decomposability and stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Super-Efficient Prediction Based on High-Quality Marker Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple proof of Feller's characterization of the compound Poisson distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Thinning operations for modeling time series of counts -- a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4435422 / rank
 
Normal rank

Revision as of 18:47, 17 July 2024

scientific article
Language Label Description Also known as
English
Modeling, simulation and inference for multivariate time series of counts using trawl processes
scientific article

    Statements

    169
    0 references
    110-129
    0 references
    January 2019
    0 references
    4 January 2019
    0 references
    0 references
    0 references
    Modeling, simulation and inference for multivariate time series of counts using trawl processes (English)
    0 references
    count data
    0 references
    continuous time modeling of multivariate time series
    0 references
    infinitely divisible
    0 references
    limit order book
    0 references
    multivariate negative binomial law
    0 references
    Poisson mixtures
    0 references
    trawl processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references