Pages that link to "Item:Q888346"

The following pages link to Generalized ARMA models with martingale difference errors (Q888346):

Displaying 13 items.

• Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
• Observation-driven models for discrete-valued time series (Q2136647) (← links)
• Dirichlet ARMA models for compositional time series (Q2359674) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• Periodic autoregressive conditional duration (Q5030949) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
• Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566) (← links)
• Inflated beta autoregressive moving average models (Q6103373) (← links)
• Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
• On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)