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categorical time series models with feedback 2014-09-08 Paper Some recent progress in count time series 2014-03-14 Paper Biological applications of time series...

Volatility 2009-11-27 Paper Forecasting daily time series using periodic unobserved components time series models 2009-04-06 Paper Monte Carlo Estimation for...

stationary vector time series and its application to models for a signal observed with noise 1979-01-01 Paper Vector linear time series models: corrections...

correlation models 2022-02-24 Paper Missing observations in observation-driven time series models 2021-03-24 Paper Accelerating score-driven time series models...

Conditional Duration Models 2017-07-31 Paper On buffered threshold Garch models 2016-10-26 Paper Hysteretic autoregressive time series models 2015-12-11 Paper...

integer-valued time series models 2022-04-04 Paper Epidemic change-point detection in general causal time series 2022-03-04 Paper Strongly consistent model selection...

count time series model: estimation and application 2023-04-17 Paper Binomial thinning models for integer time series 2020-10-07 Paper Useful models for...

approaches for modeling high-frequency trading data 2023-06-30 Paper Count Time Series: A Methodological Review 2023-05-22 Paper Dynamic Time Series Models using...

testing for serial correlation in seasonal time series models 2008-02-15 Paper Evaluating financial time series models for irregularly spaced data: a spectral...

Paper Improved model selection criteria for SETAR time series models 2007-08-23 Paper Multifold Predictive Validation in ARMAX Time Series Models 2007-08-20...

autoregressive models 2022-04-27 Paper Adjusted empirical likelihood for long-memory time-series models 2019-08-30 Paper Adjusted empirical likelihood for time series...

tscopula 2024-02-16 Software Time series copula models using d-vines and v-transforms 2022-10-01 Paper Time series models with infinite-order partial copula...

seasonal time series models with an application of Hawaii tourism data 2016-08-12 Paper Functional-coefficient models for nonstationary time series data 2016-07-04...

Identification of Autoregressive Time Series Models 2023-04-25 Paper Bayesian identification of double seasonal autoregressive time series models 2022-07-01 Paper Kullback-Leibler...

INTEGER TIME SERIES MODELS 2015-03-04 Paper Convolution-closed models for count time series with applications 2014-06-16 Paper Dynamic Factor Models for Multivariate...

dynamic-disturbance time series models 1972-01-01 Paper Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models 1972-01-01 Paper...

general autoregressive moving average time-series models 2011-02-22 Paper A negative binomial model for time series of counts 2009-09-29 Paper...

threshold autoregressive time series models 2010-03-22 Paper Quantile self-exciting threshold autoregressive time series models 2009-02-28 Paper A simple...

detection in time series models based on pairwise likelihood 2017-04-18 Paper Factor Modelling for High-Dimensional Time Series: Inference and Model Selection...

Change in Time Series Models 2004-11-24 Paper On the cusum of squares test for variance change in nonstationary and nonparametric time series models 2004-10-05...