Modelling with dispersed bivariate moving average processes
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Cites work
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- A Model of the Joint Distribution of Purchase Quantity and Timing
- A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
- A bivariate INAR(1) process with application
- A bivariate INAR(1) time series model with geometric marginals
- An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
- An overview on regression models for discrete longitudinal responses
- Approximating the Conway-Maxwell-Poisson normalizing constant
- Bivariate Time Series Modeling of Financial Count Data
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Conjugate analysis of the Conway-Maxwell-Poisson distribution
- Discrete analogues of self-decomposability and stability
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- Estimation in a bivariate integer-valued autoregressive process
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
- Flexible bivariate INAR(1) processes using copulas
- GQL estimation in linear dynamic models for panel data
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
- Integer-valued moving average (INMA) process
- Modeling time series of counts with COM-Poisson INGARCH models
- Modelling a non-stationary BINAR(1) Poisson process
- Random environment integer-valued autoregressive process
- Some properties of multivariate INAR(1) processes
- The local limit theorem: a historical perspective
- The timing of bid placement and extent of multiple bidding: an empirical investigation using ebay online auctions
- Thirty-five years of Journal of Econometrics
- Useful moment and CDF formulations for the COM-Poisson distribution
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