Bayesian empirical likelihood inference for the generalized binomial AR(1) model
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Publication:2111947
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1779488 (Why is no real title available?)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- A threshold stochastic volatility model with explanatory variables
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- Bayesian empirical likelihood
- Bayesian empirical likelihood for quantile regression
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Bayesian empirical likelihood inference with complex survey data
- Dependence modeling with copulas
- Discrete analogues of self-decomposability and stability
- Dual likelihood
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- Empirical likelihood ratio confidence intervals for a single functional
- First-order random coefficient integer-valued autoregressive processes
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Introduction to Bayesian Statistics
- Monte Carlo sampling methods using Markov chains and their applications
- On conditional least squares estimation for stochastic processes
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics
- Self-exciting threshold binomial autoregressive processes
Cited in
(5)- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- Bayesian empirical likelihood inference for the mean absolute deviation
- Inference in binomial AR(1) models
- Empirical Bayesian learning in AR graphical models
- Estimation for binary models generated by Gaussian autoregressive processes
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