Multivariate time series models for mixed data
From MaRDI portal
Publication:2108503
Cites work
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 3318338 (Why is no real title available?)
- A Primer on Copulas for Count Data
- A note on the stability of multivariate non-linear time series with an application to time series of counts
- An introduction to analysis of financial data with R.
- Analysis of mixed data: methods and applications
- Coupling and perturbation techniques for categorical time series
- DNA, words and models. Statistics of exceptional words. Translated from the 2003 French original
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Estimation in conditionally heteroscedatic time series models.
- GARCH models without positivity constraints: exponential or log GARCH?
- Gaussian copula marginal regression
- Generalized autoregressive conditional heteroscedasticity
- Integer-Valued GARCH Process
- Iterations of dependent random maps and exogeneity in nonlinear dynamics
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values
- Local stationarity and time-inhomogeneous Markov chains
- Log-linear Poisson autoregression
- Model-based clustering of Gaussian copulas for mixed data
- Multivariate count autoregression
- Multivariate time series models for mixed data
- On binary and categorical time series models with feedback
- On categorical time series models with covariates
- Poisson autoregression
- QML inference for volatility models with covariates
- Regression theory for categorical time series
- Theory and inference for a class of nonlinear models with application to time series of counts
- Time series: theory and methods.
- Towards a general theory for nonlinear locally stationary processes
Cited in
(9)- Dynamic mixed models for irregularly observed time series
- Modelling multiple time series via common factors
- A tv-IVAR model for multivariate irregular time series
- Strong mixing properties of discrete-valued time series with exogenous covariates
- Softplus negative binomial network autoregression
- scientific article; zbMATH DE number 7219002 (Why is no real title available?)
- Multivariate time series models for mixed data
- Multivariate time series models for mixed data
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model
This page was built for publication: Multivariate time series models for mixed data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108503)
