Pages that link to "Item:Q4393827"
From MaRDI portal
The following pages link to Stationary Time Series Models with Exponential Dispersion Model Margins (Q4393827):
Displayed 11 items.
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations. (Q1423218) (← links)
- Extremes of integer-valued moving average models with exponential type tails (Q2488437) (← links)
- On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails (Q2488449) (← links)
- Extended constructions of stationary autoregressive processes (Q2494877) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Stationary state space models for longitudinal data (Q3512627) (← links)
- Constructing First Order Stationary Autoregressive Models via Latent Processes (Q4455925) (← links)
- Parameter Orthogonality and Bias Adjustment for Estimating Functions (Q4828230) (← links)
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach (Q5487363) (← links)
- On Parameter Estimation for Exponential Dispersion Arma Models (Q5487366) (← links)