A parametric model for discrete-valued time series

MaRDI QIDQ3524337zbMATH OpenFDO

Authors Martin Janžura, Lucie Fialová

Publication date 9 September 2008

zbMATH Keywords

Markov chainsGibbs distributions

Mathematics Subject Classification ID

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

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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
• scientific article; zbMATH DE number 5627549 (Why is no real title available?)
• scientific article; zbMATH DE number 7594588 (Why is no real title available?)
• Statistical analysis of multivariate discrete-valued time series
• An Introduction to Discrete‐Valued Time Series
• A model for time series analysis
• A Discrete-Time Approach for Heavy-Tailed Modeling
• Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis
• scientific article; zbMATH DE number 1925668 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)

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