The following pages link to (Q3292891):
Displayed 50 items.
- 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)
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
- Fitting DNA sequences through log-linear modelling with linear constraints (Q3106409) (← links)
- Estimation in<i>M</i>/<i>E<sub>r</sub></i>/1 queueing systems (Q3135306) (← links)
- Sequential estimation for continuous time finite markov processes (Q3223739) (← links)
- Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process (Q3344950) (← links)
- Inference for pth-order random coefficient integer-valued autoregressive processes (Q3411053) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Some Results on the Estimation of a Higher Order Markov Chain (Q3489222) (← links)
- An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (Q3577213) (← links)
- Statistical Inference of Adaptive Designs with Binary Responses (Q3593582) (← links)
- ML, PL, QL in Markov Chain Models (Q3608252) (← links)
- Information Theory, Relative Entropy and Statistics (Q3627408) (← links)
- MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES (Q3713439) (← links)
- Development of Specific hypothesis tests for estimated markov chains (Q3729858) (← links)
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
- Efficient sequential estimation in a markov branching process with immigration (Q3740853) (← links)