Pages that link to "Item:Q5392687"
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The following pages link to Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (Q5392687):
Displaying 20 items.
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
- The dynamic factor network model with an application to international trade (Q2173192) (← links)
- Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models (Q2666058) (← links)
- Monitoring a bivariate INAR(1) process with application to Hepatitis A (Q5079463) (← links)
- Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Modified efficient importance sampling for partially non‐Gaussian state space models (Q6147738) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
- Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
- Latent level correlation modeling of multivariate discrete-valued financial time series (Q6616398) (← links)
- A bivariate autoregressive Poisson model and its application to asthma-related emergency room visits (Q6627597) (← links)
