A parametric model for discrete-valued time series

zbMATH Open1195.62133MaRDI QIDQ3524337FDOQ3524337

Authors: Martin Janžura, Lucie Fialová 

Publication date: 9 September 2008

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zbMATH Keywords

Markov chainsGibbs distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited In (13)

• Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
• Estimation of Parameters from Discrete Random Nonstationary Time Series
• Statistical analysis of discrete-valued time series using categorical ARMA models
• Statistical analysis of high-order Markov dependencies
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• Title not available (Why is that?)
• Statistical analysis of multivariate discrete-valued time series
• An Introduction to Discrete‐Valued Time Series
• A model for time series analysis
• Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis
• A Discrete-Time Approach for Heavy-Tailed Modeling
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• Title not available (Why is that?)

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