Pages that link to "Item:Q952736"
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The following pages link to Weakly dependent chains with infinite memory (Q952736):
Displaying 13 items.
- Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
