Pages that link to "Item:Q1647625"

The following pages link to Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625):

Displayed 15 items.

• Statistical analysis of multivariate discrete-valued time series (Q2062761) ‎ (← links)
• Bayesian semiparametric long memory models for discretized event data (Q2170388) ‎ (← links)
• Noncausal counting processes: a queuing perspective (Q2233556) ‎ (← links)
• Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) ‎ (← links)
• Multivariate count autoregression (Q2278669) ‎ (← links)
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) ‎ (← links)
• SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) ‎ (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) ‎ (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) ‎ (← links)
• Copula-based Markov zero-inflated count time series models with application (Q5861564) ‎ (← links)
• Count Time Series: A Methodological Review (Q6044640) ‎ (← links)
• Latent Gaussian Count Time Series (Q6107233) ‎ (← links)
• Seasonal count time series (Q6135336) ‎ (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) ‎ (← links)
• A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations (Q6171522) ‎ (← links)