The following pages link to (Q3292891):
Displaying 50 items.
- Regression theory for categorical time series (Q1764307) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- Maximum likelihood estimation for generalized semi-Markov processes (Q1911472) (← links)
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124) (← links)
- Stochastic methodology for the study of an epidemic decay phase, based on a branching model (Q1929678) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Inference from a sequential design: proof of a conjecture by Ford and Silvey (Q1962192) (← links)
- Balanced importance resampling for Markov chains (Q1969150) (← links)
- Maximum spacing estimation for continuous time Markov chains and semi-Markov processes (Q2046299) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Two sample tests for semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis (Q2095769) (← links)
- First-order random coefficient mixed-thinning integer-valued autoregressive model (Q2122052) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- Statistical inference for the covariates-driven binomial AR(1) process (Q2240659) (← links)
- Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
- Fisher information matrix of binary time series (Q2272448) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process (Q2338984) (← links)
- Optimal design of measurements on queueing systems (Q2339932) (← links)
- Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data (Q2339934) (← links)
- Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations (Q2346196) (← links)
- Central limit theorem for the estimator of the value of an optimal stopping problem (Q2387145) (← links)
- Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics (Q2388359) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Informational models and their uses (Q2393807) (← links)
- Novel advancements in the Markov chain stock model: analysis and inference (Q2408711) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error (Q2418077) (← links)
- Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
- A convergence result in the estimation of Markov chains with application to compound options (Q2431715) (← links)
- MTD models for aggregate data from higher order Markov chains (Q2453889) (← links)
- Asymptotic normality for discretely observed Markov jump processes with an absorbing state (Q2453935) (← links)
- Likelihood-look-ahead inference on the equilibrium distribution of Markov chains (Q2493866) (← links)
- Asymptotic normality of the maximum likelihood estimate in Markov processes (Q2530683) (← links)
- Nonparametric estimation in Markov processes (Q2535158) (← links)
- Estimation of the transition distributions of a Markov renewal process (Q2539514) (← links)
- Note on minimum contrast estimates for Markov processes (Q2557086) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- Limit theorems for sums of heavy-tailed variables with random dependent weights (Q2642484) (← links)
- Self-exciting threshold models for time series of counts with a finite range (Q2803404) (← links)
- The discretely observed immigration-death process: Likelihood inference and spatiotemporal applications (Q2817157) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Integer-Valued Self-Exciting Threshold Autoregressive Processes (Q2920072) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
