Pages that link to "Item:Q3424164"
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The following pages link to Bivariate Time Series Modeling of Financial Count Data (Q3424164):
Displaying 34 items.
- A bivariate \(INAR(1)\) time series model with geometric marginals (Q427649) (← links)
- Extremes of integer-valued moving average sequences (Q619154) (← links)
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
- Analyzing the full BINMA time series process using a robust GQL approach (Q1695684) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Modelling with dispersed bivariate moving average processes (Q1726181) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- A GQL-based inference in non-stationary BINMA(1) time series (Q2273188) (← links)
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations (Q2323262) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- On the maximum of a bivariate INMA model with integer innovations (Q2684919) (← links)
- Estimation in a bivariate integer-valued autoregressive process (Q2830781) (← links)
- On composite likelihood estimation of a multivariate INAR(1) model (Q2852492) (← links)
- A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583) (← links)
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series (Q4607337) (← links)
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations (Q4639106) (← links)
- On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
- Flexible Bivariate INAR(1) Processes Using Copulas (Q4921634) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations (Q5036506) (← links)
- Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model (Q5078272) (← links)
- BINMA(1) model with COM-Poisson innovations: Estimation and application (Q5086310) (← links)
- A Study for Missing Values in PINAR(1)<sub><i>T</i></sub>Processes (Q5177582) (← links)
- A bivariate INAR(1) process with application (Q5194717) (← links)
- A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
- Optimal Alarm Systems for Count Processes (Q5494950) (← links)
- Inference for bivariate integer-valued moving average models based on binomial thinning operation (Q5861431) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)
- On periodic integer-valued moving average (INMA (<i>q</i>)) models (Q5887981) (← links)
- On the theory of periodic multivariate INAR processes (Q5970746) (← links)
- Space-time Integer-valued ARMA modelling for time series of counts (Q6144432) (← links)
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties (Q6167979) (← links)
