Second order longitudinal dynamic models with covariates: estimation and forecasting
DOI10.1007/S00184-013-0467-3zbMATH Open1305.62306OpenAlexW2062161993MaRDI QIDQ479482FDOQ479482
Publication date: 5 December 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0467-3
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- A note on strong consistency of least squares estimators in regression models with martingale difference errors
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- On quasi‐likelihood estimation for branching processes with immigration
- Second order branching process with continuous state space
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