The following pages link to (Q4151621):
Displayed 50 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Coping with nonstationarity in categorical time series (Q428336) (← links)
- Generalized choice models for categorical time series (Q538142) (← links)
- Market timing: recent development and a new test (Q547079) (← links)
- Inference in binomial AR(1) models (Q613196) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
- Testing independence of two autocorrelated binary time series (Q1044019) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- Computer experiments for the analysis of extreme-value phenomena (Q1095632) (← links)
- Discrete dams with Markovian inputs (Q1149699) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- The stationarity and spectral representation of one class of non-negative integer-valued time series (Q1299830) (← links)
- The strong law of large number and parameter estimation of one class of non-negative integer-valued time series (Q1302260) (← links)
- Serial dependence of NDARMA processes (Q1615150) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
- Significance test in nonstationary multinomial logit model (Q1668254) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Significance test in nonstationary logit panel model with serially correlated dependent variable (Q1782381) (← links)
- A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Time series analysis of categorical data using auto-mutual information (Q2390467) (← links)
- Auto-association measures for stationary time series of categorical data (Q2513938) (← links)
- Regularly varying tails in a queue with discrete autoregressive arrivals of order \(p\) (Q2643014) (← links)
- Estimation in integer-valued moving average models (Q2759391) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
- Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов (Q3381835) (← links)
- Integer-valued moving average (INMA) process (Q3800935) (← links)
- Response-time simulation of multivariate point process models for multiprogrammed jobstreams (Q3860836) (← links)
- Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
- Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (Q4554472) (← links)
- The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) (Q4613964) (← links)
- A mixed thinning based geometric INAR(1) model (Q5020387) (← links)
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)
- Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
- Integer autoregressive models with structural breaks (Q5129143) (← links)
- (Q5134544) (← links)
- Time series analysis of categorical data using auto-odds ratio function (Q5147573) (← links)
- (Q5207214) (← links)
- The Power of Alternative Kolmogorov-Smirnov Tests Based on Transformations of the Data (Q5270745) (← links)
- A simple integer-valued bilinear time series model (Q5480013) (← links)