The following pages link to (Q5312865):
Displayed 14 items.
- On latent process models in multi-dimensional space (Q449379) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Regression models for binary time series with gaps (Q1023754) (← links)
- The dimension-wise quadrature estimation of dynamic latent variable models for count data (Q2084070) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean'' (Q2173348) (← links)
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights (Q2251914) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- A QUASI-LOCALLY MOST POWERFUL TEST FOR CORRELATION IN THE CONDITIONAL VARIANCE OF POSITIVE DATA (Q2802749) (← links)
- Break Detection for a Class of Nonlinear Time Series Models (Q3552855) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- (Q5134553) (← links)
- (Q5134555) (← links)